Eric Hillebrand

Available identifiers

zbMath Open hillebrand.ericMaRDI QIDQ265107

List of research outcomes

Publication	Date of Publication	Type
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models	2025-01-20	Paper
Seasonal changes in central England temperatures	2025-01-13	Paper
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
Temporal correlation of defaults in subprime securitization	2016-03-04	Paper
Pricing functionals and pricing measures	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

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