Eric Hillebrand

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models Journal of Business and Economic Statistics	2025-01-20	Paper
Seasonal changes in central England temperatures Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-13	Paper
Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors Advances in Econometrics	2020-11-10	Paper
Consistent estimation of time-varying loadings in high-dimensional factor models Journal of Econometrics	2019-04-29	Paper
Asymptotic theory for regressions with smoothly changing parameters Journal of Time Series Econometrics	2018-02-07	Paper
Neglecting parameter changes in GARCH models Journal of Econometrics	2016-04-01	Paper
Temporal correlation of defaults in subprime securitization Communications on Stochastic Analysis	2016-03-04	Paper
Pricing functionals and pricing measures Communications on Stochastic Analysis	2016-03-04	Paper
Level changes in volatility models Annals of Finance	2014-11-12	Paper
Pricing an option on revenue from an innovation: an application to movie box office revenue Management Science	2012-02-29	Paper
The benefits of bagging for forecast models of realized volatility Econometric Reviews	2010-12-15	Paper
Overlaying time scales in financial volatility data Advances in Econometrics	2010-06-30	Paper

Research outcomes over time

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