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ECONIS (ZBW)
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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
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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
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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
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5
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue
Chance, Don M.
;
Hillebrand, Eric
;
Hilliard, Jimmy E.
- In:
Management science : journal of the Institute for …
54
(
2008
)
5
,
pp. 1015-1028
Persistent link: https://www.econbiz.de/10008045596
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6
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:
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
Diferencial Salarial Público-Privado e Desigualdade de Renda "per capita" no Brasil
Souza, Pedro H. G. F.
;
Medeiros, Marcelo
- In:
Estudos econômicos : publicação trimestral do …
43
(
2013
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10010167805
Saved in:
9
Is There a Feminization of Poverty in Latin America?
Medeiros, Marcelo
;
Costa, Joana
- In:
World development : the multi-disciplinary …
36
(
2008
)
1
,
pp. 115-127
Persistent link: https://www.econbiz.de/10007896548
Saved in:
10
Realized Volatility: A Review
Mcaleer, Michael
;
Medeiros, Marcelo
- In:
Econometric reviews
27
(
2008
)
1-3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10007993921
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