Eric Hillebrand

Available identifiers

zbMath Open hillebrand.ericMaRDI QIDQ265107

List of research outcomes

Publication	Date of Publication	Type
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors	2020-11-10	Paper
Consistent estimation of time-varying loadings in high-dimensional factor models	2019-04-29	Paper
Asymptotic theory for regressions with smoothly changing parameters	2018-02-07	Paper
Neglecting parameter changes in GARCH models	2016-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q2787537	2016-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q2790459	2016-03-04	Paper
Level changes in volatility models	2014-11-12	Paper
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue	2012-02-29	Paper
The Benefits of Bagging for Forecast Models of Realized Volatility	2010-12-15	Paper
Overlaying Time Scales in Financial Volatility Data	2010-06-30	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Eric Hillebrand