Eric Hillebrand

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Eric Hillebrand trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Torben G. Andersen
  4. Francis X. Diebold
  5. Kyongwook Choi
  6. Ole E. Barndorff-Nielsen
  7. Andrew J. Patton

Who trusts Eric Hillebrand overall

  1. Heejoon Han
  2. David E. Rapach
  3. Andrew Papanicolaou
  4. Lorenzo Cappiello
  5. Michael Mcaleer
  6. Jack Strauss
  7. Ronnie Sircar
  8. Bradley T. Ewing
  9. Robert F. Engle
  10. Marcelo C. Medeiros

Papers from Eric Hillebrand's perspective

Ordered by how strongly the researchers Eric Hillebrand trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Long Memory and Regime Switching
  3. Intraday periodicity and volatility persistence in financial markets
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. What good is a volatility model?
  6. Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers