Neglecting parameter changes in GARCH models E Hillebrand Journal of Econometrics 129 (1-2), 121-138, 2005 | 442 | 2005 |
The benefits of bagging for forecast models of realized volatility E Hillebrand, MC Medeiros Econometric Reviews 29 (5-6), 571-593, 2010 | 103 | 2010 |
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility E Hillebrand, G Schnabl International Economics and Economic Policy 5, 389-401, 2008 | 48 | 2008 |
The effects of Japanese foreign exchange intervention GARCH estimation and change point detection ET Hillebrand, G Schnabl Japan Bank for International Corporation Institute Working Paper, 2003 | 45 | 2003 |
Nonlinearity, breaks, and long-range dependence in time-series models E Hillebrand, MC Medeiros Journal of Business & Economic Statistics 34 (1), 23-41, 2016 | 39* | 2016 |
Modeling, forecasting, and nowcasting US CO2 emissions using many macroeconomic predictors M Bennedsen, E Hillebrand, SJ Koopman Energy Economics 96, 105118, 2021 | 36 | 2021 |
Seasonal changes in central England temperatures T Proietti, E Hillebrand Journal of the Royal Statistical Society Series A: Statistics in Society 180 …, 2017 | 35 | 2017 |
Mean reversion models of financial markets E Hillebrand Universität Bremen, 2003 | 35 | 2003 |
Why it is OK to use the HAR-RV (1, 5, 21) model M Craioveanu, E Hillebrand University of Central Missouri, Department of Economics & Finance Working Papers, 2012 | 33 | 2012 |
Pricing an option on revenue from an innovation: An application to movie box office revenue DM Chance, E Hillebrand, JE Hilliard Management Science 54 (5), 1015-1028, 2008 | 33 | 2008 |
Bagging weak predictors E Hillebrand, M Lukas, W Wei International Journal of Forecasting 37 (1), 237-254, 2021 | 27 | 2021 |
Consistent estimation of time-varying loadings in high-dimensional factor models JG Mikkelsen, E Hillebrand, G Urga Journal of Econometrics 208 (2), 535-562, 2019 | 27* | 2019 |
Using the entire yield curve in forecasting output and inflation E Hillebrand, H Huang, TH Lee, C Li Econometrics 6 (3), 40, 2018 | 25* | 2018 |
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility E Hillebrand, G Schnabl, Y Ulu Journal of International Financial Markets, Institutions and Money 19 (3 …, 2009 | 25 | 2009 |
Trend analysis of the airborne fraction and sink rate of anthropogenically released M Bennedsen, E Hillebrand, SJ Koopman Biogeosciences 16 (18), 3651-3663, 2019 | 23 | 2019 |
Interest rate volatility and home mortgage loans E Hillebrand, F Koray Applied Economics 40 (18), 2381-2385, 2008 | 22 | 2008 |
Chapter 8 Estimating and Forecasting GARCH Models in the Presence of Structural Breaks and Regime Switches E Hillebrand, MC Medeiros Forecasting in the presence of structural breaks and model uncertainty, 303-327, 2008 | 21 | 2008 |
Asymptotic theory for regressions with smoothly changing parameters E Hillebrand, MC Medeiros, J Xu Journal of Time Series Econometrics 5 (2), 133-162, 2013 | 19 | 2013 |
Phase changes and seasonal warming in early instrumental temperature records E Hillebrand, T Proietti Journal of Climate 30 (17), 6795-6821, 2017 | 16 | 2017 |
The statistical relation of sea-level and temperature revisited S Grassi, E Hillebrand, D Ventosa-Santaularia Dynamics of Atmospheres and Oceans 64, 1-9, 2013 | 14 | 2013 |