SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Eric T. Hillebrand · Study

Home/Author

Eric T. Hillebrand

11 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0002-8461-1671

h-index11

i1011

Citations643

Works here11

94

03

05

06

08

10

13

20

Most cited in this library

Neglecting parameter changes in GARCH models2005 · 321 citations
The Benefits of Bagging for Forecast Models of Realized Volatility2010 · 95 citations
Many Agent-Simulation and Artificial Life1994 · 40 citations
Bagging weak predictors2020 · 37 citations
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility2008 · 35 citations

Works

11 shown

Bagging weak predictors

International Journal of Forecasting·2020·3 authors·Open access

37citations

Asymptotic Theory for Regressions with Smoothly Changing Parameters

Journal of Time Series Econometrics·2013·3 authors·Open access

15citations

The Benefits of Bagging for Forecast Models of Realized Volatility

Econometric Reviews·2010·2 authors

95citations

A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility

International Economics and Economic Policy·2008·2 authors

35citations

Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility

Journal of International Financial Markets Institutions and Money·2008·3 authors

23citations

Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue

Management Science·2008·3 authors

25citations

A Structural Break in the Effects of Japanese Foreign Exchange Intervention on Yen/Dollar Exchange Rate Volatility

SSRN Electronic Journal·2006·2 authors·preprint·Open access

15citations

Neglecting parameter changes in GARCH models

Journal of Econometrics·2005·1 author

321citations

The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection

SSRN Electronic Journal·2005·2 authors·preprint·Open access

23citations

The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection

SSRN Electronic Journal·2003·2 authors·preprint·Open access

14citations

Many Agent-Simulation and Artificial Life

·1994·2 authors·book

40citations