Concepedia

Eric Hillebrand

EH

20

Publications

772

Citations

14

H-Index

2003

Active since

Affiliations

Aarhus University(Current)

Louisiana State University

Vrije Universiteit Amsterdam

Pontifícia Universidade Católica do Rio de Janeiro

Leipzig University

Eric Hillebrand is an author at Aarhus University specializing in business, statistics, and engineering.

ORCID

Top concepts

Publications per year

2003–2023

20

Publications

20

Neglecting parameter changes in GARCH models

Eric Hillebrand · Journal of Econometrics · 2005 · 327 citations

, , +6

The Benefits of Bagging for Forecast Models of Realized Volatility

Eric Hillebrand, Marcelo C. Medeiros · Econometric Reviews · 2010 · 93 citations

, , +17

Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors

Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman · Energy Economics · 2021 · 39 citations · Full text

, , +7

A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility

Eric Hillebrand, Gunther Schnabl · International Economics and Economic Policy · 2008 · 34 citations

, , +6

Bagging weak predictors

Eric Hillebrand, Manuel Lukas, Wei Wei · International Journal of Forecasting · 2020 · 33 citations

, , +8

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