Access Statistics for Eric Hillebrand

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 0 195 0 1 1 653
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 0 62 0 2 2 130
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 1 76 0 0 3 114
Bagging Constrained Equity Premium Predictors 0 2 2 39 0 2 5 66
Bagging Weak Predictors 0 0 4 37 0 1 13 104
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 1 1 12 0 4 7 41
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 21 1 3 7 55
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 2 196 0 2 4 472
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 1 211 0 0 4 1,183
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 89 0 1 2 89
Let´s do it again: bagging equity premium predictors 0 0 0 8 0 2 4 32
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 1 3 115 2 5 23 162
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 3 352 0 4 12 1,629
Neglecting Parameter Changes in Autoregressive Models 0 0 2 70 0 1 4 107
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 2 2 81 0 2 3 92
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 0 0 1 608
Overlaying Time Scales in Financial Volatility Data 0 1 1 180 0 1 2 503
Seasonal Changes in Central England Temperatures 0 0 1 28 0 4 6 26
Seasonal Changes in Central England Temperatures 0 2 4 25 0 4 9 64
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 88 0 1 3 198
Supervision in Factor Models Using a Large Number of Predictors 0 1 1 36 0 2 7 45
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 2 95 0 0 9 311
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 0 0 2 540
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 1 497 0 1 8 1,612
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 2 44 2 3 15 72
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 1 51 1 3 7 137
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 2 9 21 132 8 24 69 378
Total Working Papers 2 19 55 3,233 14 73 232 9,423


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 1 1 4 44 1 1 7 134
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 1 4 20 0 1 5 51
Interest rate volatility and home mortgage loans 0 1 1 45 0 1 3 213
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 3 43 1 2 8 169
Level changes in volatility models 0 0 0 26 0 0 3 75
Neglecting parameter changes in GARCH models 2 4 12 130 3 7 29 312
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 1 1 3 0 1 1 9
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 1 3 24 0 6 13 88
The Benefits of Bagging for Forecast Models of Realized Volatility 0 1 2 38 0 1 7 127
Total Journal Articles 3 10 30 373 5 20 76 1,178


Statistics updated 2019-07-03