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Journal of econometrics
6
Econometric theory
5
Applied economics
2
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
Oxford bulletin of economics and statistics
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Risk : managing risk in the world's financial markets
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The American economic review
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OLC EcoSci
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
Saved in:
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
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
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
Saved in:
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
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:
8
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:
9
Likelihood analysis of seasonal cointegration
Johansen, Søren
;
Schaumburg, Ernst
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10006786617
Saved in:
10
Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
Johansen, Søren
- In:
Journal of econometrics
69
(
1995
)
1
,
pp. 111-132
Persistent link: https://www.econbiz.de/10006797932
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