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Chance, Don M.
31
Hilliard, Jimmy E.
12
Hillebrand, Eric
7
Rich, Don
4
Broughton, John B.
3
Schwartz, Adam
3
Hemler, Michael L.
2
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The journal of portfolio management : a publication of Institutional Investor
7
The journal of futures markets
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
4
The financial review : the official publication of the Eastern Finance Association
3
Applied economics
2
Financial analysts' journal : FAJ
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international financial markets, institutions & money
2
The journal of corporate finance : contracting, governance and organization
2
Applied mathematical finance
1
Econometric reviews
1
Financial management
1
Journal of econometrics
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Review of financial economics : RFE
1
Risk : managing risk in the world's financial markets
1
The journal of applied business research
1
The journal of asset management
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The journal of business : B
1
The journal of fixed income
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The quarterly journal of finance
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OLC EcoSci
ECONIS (ZBW)
210
RePEc
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BASE
14
USB Cologne (EcoSocSci)
9
EconStor
6
Other ZBW resources
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Neglecting parameter changes in GARCH models
Hillebrand, Eric
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 121-138
Persistent link: https://www.econbiz.de/10006750359
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2
Interest rate volatility and home mortgage loans
Hillebrand, Eric
;
Koray, Faik
- In:
Applied economics
40
(
2008
)
16-18
,
pp. 2381-2386
Persistent link: https://www.econbiz.de/10008177650
Saved in:
3
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
Hillebrand, Eric
;
Schnabl, Gunther
;
Ulu, Yasemin
- In:
Journal of international financial markets, …
19
(
2009
)
3
,
pp. 490-505
Persistent link: https://www.econbiz.de/10008250532
Saved in:
4
Alternative investments - Pricing options on film revenue - This article illustrates two models for cumulative revenues from films, and how these models can be used to price options. The authors find that while both models lead to option prices that accurately reflect discounted future option payouts, the gamma process model is easier to implement.
Chance, Don
;
Hillebrand, Eric
;
Hilliard, Jimmy
- In:
Risk : managing risk in the world's financial markets
22
(
2009
)
5
,
pp. 80-86
Persistent link: https://www.econbiz.de/10008257105
Saved in:
5
Interest rate volatility and home mortgage loans
Hillebrand, Eric
;
Koray, Faik
- In:
Applied economics
40
(
2008
)
18
,
pp. 2381-2386
Persistent link: https://www.econbiz.de/10008931832
Saved in:
6
The Benefits of Bagging for Forecast Models of Realized Volatility
Hillebrand, Eric
;
Medeiros, Marcelo
- In:
Econometric reviews
29
(
2010
)
5
,
pp. 571-594
Persistent link: https://www.econbiz.de/10008637979
Saved in:
7
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
Hillebrand, Eric
;
Schnabl, Gunther
;
Ulu, Yasemin
- In:
Journal of international financial markets, …
19
(
2009
)
3
,
pp. 490-506
Persistent link: https://www.econbiz.de/10008881880
Saved in:
8
Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671
Persistent link: https://www.econbiz.de/10006691645
Saved in:
9
Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10006700984
Saved in:
10
Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique
Hilliard, Jimmy E.
;
Kau, James B.
;
Slawson Jr, V.Carlos
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 431-468
Persistent link: https://www.econbiz.de/10006917835
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