Eric Hillebrand

Eric Hillebrand

Aarhus University - Aarhus / Denmark
Economics & Econometrics / Economics
AD Scientific Index ID: 1445886
Aarhus Universitet
person_outline Eric Hillebrand's MOST POPULAR ARTICLES
1-) Neglecting parameter changes in GARCH models Journal of Econometrics 129 (1-2), 121-138, 2005
2-) The benefits of bagging for forecast models of realized volatility Econometric Reviews 29 (5-6), 571-593, 2010
3-) Modeling, forecasting, and nowcasting US CO2 emissions using many macroeconomic predictors Energy Economics 96, 105118, 2021
4-) A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility International Economics and Economic Policy 5, 389-401, 2008
5-) The effects of Japanese foreign exchange intervention GARCH estimation and change point detection Japan Bank for International Corporation Institute Working Paper, 2003