The following pages link to Eric Hillebrand (Q265107):
Displaying 12 items.
- Neglecting parameter changes in GARCH models (Q265108) (← links)
- Level changes in volatility models (Q470520) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
- (Q2787537) (← links)
- (Q2790459) (← links)
- The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858) (← links)
- Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue (Q3117711) (← links)
- Overlaying Time Scales in Financial Volatility Data (Q3571981) (← links)
- Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors (Q5133604) (← links)
- Seasonal changes in central England temperatures (Q6662214) (← links)
- Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models (Q6667054) (← links)
