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Hill, Jonathan B.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
179 |
Total
Citations
21 |
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1.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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10 Jun 11
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Last Revised:
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11 Jan 12
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38
(223,690)
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5
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M-estimation, heavy tails, nonlinear AR-GARCH, tail trimming, robust inference
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2.
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Aguilar, Mike
University of North Carolina (UNC) at Chapel Hill - Department of Economics Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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12 Feb 12
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Last Revised:
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14 May 13
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28
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1
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volatility spillover, heavy tails, tail trimming, robust inference
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3.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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24
(261,051)
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3
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4.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics Aguilar, Mike
University of North Carolina (UNC) at Chapel Hill - Department of Economics
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30 Jun 11
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Last Revised:
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17 Oct 11
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20
(274,767)
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6
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moment condition test, heavy tails, tail trimming, robust inference
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5.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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23 Jun 12
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Last Revised:
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14 May 13
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19
(278,339)
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Expected Shortfall, heavy tails, robust estimation, bias correction
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6.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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12
(303,224)
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tail index estimation, regression residuals, GARCH filter, weak dependence
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7.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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22 Aug 11
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Last Revised:
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18 May 12
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12
(303,224)
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3
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conditional moment test, tail trimming, heavy tails
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8.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics Prokhorov, Artem
Concordia University, Quebec - Department of Economics
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08 Oct 11
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Last Revised:
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10 Oct 11
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8
(316,231)
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GEL, GARCH, tail trimming, heavy tails, robust inference, efficient moment estimation
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9.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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8
(316,231)
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1
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consistent test; conditional moment test; nonlinear model; GMM
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10.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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6
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2
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11.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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05 May 13
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Last Revised:
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06 May 13
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2
(335,378)
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12.
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Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
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2
(335,378)
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Empirical Likelihood, autoregression, tail trimming, tail estimation
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