Mike Aguilar

University of North Carolina (UNC) at Chapel Hill - Department of Economics

Chapel Hill, NC 27599

United States

http://mikeaguilar.web.unc.edu

SCHOLARLY PAPERS

10

DOWNLOADS

636

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (10)

1.

Crowdsourcing Economic Forecasts

Number of pages: 33 Posted: 26 Apr 2018 Last Revised: 08 May 2019
Mike Aguilar, Anessa Custovic and Amar M. Patel
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Cardinal Retirement Planning Inc. and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 164 (216,678)

Abstract:

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wisdom of crowds, macroeconomic forecasting, expert forecast, macroeconomic news, forecasting

2.

Portfolio Optimization Without Optimization

Number of pages: 35 Posted: 21 Jan 2021
Mike Aguilar and Anessa Custovic
University of North Carolina (UNC) at Chapel Hill - Department of Economics and Cardinal Retirement Planning Inc.
Downloads 134 (255,622)

Abstract:

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index tracking, portfolio resilience, evolutionary heuristic, revealed preferences, full scale optimization

3.

MacroJournal – Turning Students into Practitioners

Number of pages: 13 Posted: 25 Jun 2012
Mike Aguilar
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 81 (358,982)

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economic education, active learning, current events, macroeconomics

4.

Internal Migration and Personal Loan Default in China

Number of pages: 39 Posted: 17 Oct 2018 Last Revised: 15 Nov 2019
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Independent, University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of California, San Diego (UCSD), Division of Social Sciences, Department of Economics, Students
Downloads 75 (375,388)

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Immigration, Credit Risk, Default Probability

5.

Quantile Tracking Errors (QuTE)

Number of pages: 31 Posted: 22 Feb 2020
Mike Aguilar, Ruyang Chengan and Anessa Custovic
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Independent and Cardinal Retirement Planning Inc.
Downloads 61 (418,600)
Citation 1

Abstract:

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tracking error, index tracking

6.

Robust Score and Portmanteau Tests of Volatility Spillover

Number of pages: 49 Posted: 12 Feb 2012 Last Revised: 14 May 2013
Mike Aguilar and Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Downloads 54 (443,444)

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volatility spillover, heavy tails, tail trimming, robust inference

7.

Moment Condition Tests for Heavy-Tailed Time Series

Number of pages: 37 Posted: 30 Jun 2011 Last Revised: 17 Oct 2011
Jonathan B. Hill and Mike Aguilar
University of North Carolina (UNC) at Chapel Hill – Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 44 (483,463)
Citation 2

Abstract:

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moment condition test, heavy tails, tail trimming, robust inference

8.

A Practical Method for Sharpening Estimates of Industry Equity Capital Costs

University of Miami Legal Studies Research Paper No. 3742221
Number of pages: 27 Posted: 15 Dec 2020
Mike Aguilar, Robert A. Connolly and Jiaxi Li
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Miami Herbert Business School - Department of Finance and University of North Carolina (UNC) at Chapel Hill
Downloads 23 (594,231)

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equity capital cost, standard error, filtering, risk premium decomposition

9.

The Dynamics of REIT Pricing Efficiency

Real Estate Economics, Vol. 46, Issue 1, pp. 251-283, 2018
Number of pages: 33 Posted: 21 Feb 2018
Mike Aguilar, Walter Boudry and Robert A. Connolly
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Cornell University and Miami Herbert Business School - Department of Finance
Downloads 0 (780,211)
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10.

A Latent Factor Model of Multivariate Conditional Heteroscedasticity

Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 481-503, 2009
Posted: 09 Oct 2009
Mike Aguilar
University of North Carolina (UNC) at Chapel Hill - Department of Economics

Abstract:

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common features, conditional factor models, generalized method of moments, multivariate conditional heteroscedasticity, stochastic volatility