Browsing All of EconStor by Author Hillebrand, Eric
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2006 | A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility | Hillebrand, Eric; Schnabl, Gunther |
2006 | Japanese foreign exchange intervention and the Yen/Dollar exchange rate: a simultaneous equations approach using realized volatility | Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin |
2007 | Forecasting realized volatility models: the benefits of bagging and nonlinear specifications | Hillebrand, Eric; Medeiros, Marcelo C. |
2010 | Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility | Hillebrand, Eric; Medeiros, Marcelo C. |
2012 | Let´s do it again: bagging equity premium predictors | Hillebrand, Eric; Lee, Tae-hwy; Medeiros, Marcelo C. |
2020 | Data revisions and the statistical relation of global mean sea level and surface temperature | Hillebrand, Eric; Johansen, Søren; Schmith, Torben |