Eric Hillebrand

1.0k total citations
42 papers, 581 citations indexed

About

Eric Hillebrand is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Eric Hillebrand has authored 42 papers receiving a total of 581 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 22 papers in Economics and Econometrics and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Eric Hillebrand's work include Financial Risk and Volatility Modeling (15 papers), Monetary Policy and Economic Impact (14 papers) and Market Dynamics and Volatility (10 papers). Eric Hillebrand is often cited by papers focused on Financial Risk and Volatility Modeling (15 papers), Monetary Policy and Economic Impact (14 papers) and Market Dynamics and Volatility (10 papers). Eric Hillebrand collaborates with scholars based in Denmark, United States and Italy. Eric Hillebrand's co-authors include Marcelo C. Medeiros, Gunther Schnabl, Tommaso Proietti, Mikkel Bennedsen, Siem Jan Koopman, Wei Wei, Don M. Chance, Jimmy E. Hilliard, Giovanni Urga and Faik Koray and has published in prestigious journals such as Nature Communications, Management Science and Journal of Climate.

In The Last Decade

Eric Hillebrand

37 papers receiving 552 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Eric Hillebrand Denmark 12 356 300 194 78 75 42 581
Sean D. Campbell United States 13 756 2.1× 649 2.2× 292 1.5× 89 1.1× 86 1.1× 31 1.2k
Valdo Durrleman France 11 292 0.8× 599 2.0× 89 0.5× 85 1.1× 54 0.7× 19 804
Anthony S. Tay Singapore 7 415 1.2× 440 1.5× 294 1.5× 142 1.8× 49 0.7× 14 688
Javier Fernández-Macho Spain 15 543 1.5× 175 0.6× 131 0.7× 54 0.7× 124 1.7× 39 789
Éric Bouyé United Kingdom 6 186 0.5× 253 0.8× 72 0.4× 47 0.6× 42 0.6× 14 433
Dimitrios D. Thomakos Greece 14 464 1.3× 230 0.8× 268 1.4× 193 2.5× 17 0.2× 96 909
Namwon Hyung South Korea 8 749 2.1× 624 2.1× 370 1.9× 54 0.7× 33 0.4× 24 931
Walter Vecchiato Italy 2 405 1.1× 607 2.0× 156 0.8× 149 1.9× 93 1.2× 4 919
Evis Këllezi Switzerland 9 234 0.7× 291 1.0× 65 0.3× 108 1.4× 68 0.9× 11 483
Abdelwahed Trabelsi Tunisia 12 301 0.8× 199 0.7× 146 0.8× 111 1.4× 28 0.4× 30 485

Countries citing papers authored by Eric Hillebrand

Since Specialization
Citations

This map shows the geographic impact of Eric Hillebrand's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eric Hillebrand with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eric Hillebrand more than expected).

Fields of papers citing papers by Eric Hillebrand

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Eric Hillebrand. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eric Hillebrand. The network helps show where Eric Hillebrand may publish in the future.

Co-authorship network of co-authors of Eric Hillebrand

This figure shows the co-authorship network connecting the top 25 collaborators of Eric Hillebrand. A scholar is included among the top collaborators of Eric Hillebrand based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Eric Hillebrand. Eric Hillebrand is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Bennedsen, Mikkel, Eric Hillebrand, & Siem Jan Koopman. (2024). A regression-based approach to the CO2 airborne fraction. Nature Communications. 15(1). 8507–8507. 2 indexed citations
2.
3.
Bennedsen, Mikkel, Eric Hillebrand, & Siem Jan Koopman. (2023). A multivariate dynamic statistical model of the global carbon budget 1959–2020. Journal of the Royal Statistical Society Series A (Statistics in Society). 186(1). 20–42. 8 indexed citations
4.
Bennedsen, Mikkel, et al.. (2023). Global Temperature Projections from a Statistical Energy Balance Model Using Multiple Sources of Historical Data. Journal of Climate. 36(19). 6817–6838. 2 indexed citations
5.
Bennedsen, Mikkel, Eric Hillebrand, & Siem Jan Koopman. (2019). Trend analysis of the airborne fraction and sink rate of anthropogenically released CO 2. Biogeosciences. 16(18). 3651–3663. 13 indexed citations
6.
Hillebrand, Eric, et al.. (2018). Consistent estimation of time-varying loadings in high-dimensional factor models. Journal of Econometrics. 208(2). 535–562. 13 indexed citations
7.
Proietti, Tommaso & Eric Hillebrand. (2017). . Cineca Institutional Research Information System (Tor Vergata University). 16 indexed citations
8.
Hillebrand, Eric & Siem Jan Koopman. (2016). Dynamic Factor Models. VU Research Portal. 1 indexed citations
9.
Hillebrand, Eric, et al.. (2015). Supervision in Factor Models Using a Large Number of Predictors. RePEc: Research Papers in Economics. 2 indexed citations
10.
Proietti, Tommaso & Eric Hillebrand. (2015). Seasonal Changes in Central England Temperatures. SSRN Electronic Journal. 7 indexed citations
11.
Hillebrand, Eric, et al.. (2013). Asymptotic Theory for Regressions with Smoothly Changing Parameters. 5(2). 133–162. 8 indexed citations
12.
Grassi, Stefano, Eric Hillebrand, & Daniel Ventosa‐Santaulària. (2013). The statistical relation of sea-level and temperature revisited. Dynamics of Atmospheres and Oceans. 64. 1–9. 8 indexed citations
13.
Chance, Don M., Eric Hillebrand, & Jimmy E. Hilliard. (2008). Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue. Management Science. 54(5). 1015–1028. 18 indexed citations
14.
Hillebrand, Eric & Faik Koray. (2008). Interest rate volatility and home mortgage loans. Applied Economics. 40(18). 2381–2385. 6 indexed citations
15.
Hillebrand, Eric. (2005). Neglecting parameter changes in GARCH models. Journal of Econometrics. 129(1-2). 121–138. 224 indexed citations
16.
Hillebrand, Eric. (2004). Neglecting Parameter Changes in Autoregressive Models. SSRN Electronic Journal. 3 indexed citations
17.
Hillebrand, Eric. (2004). Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation. SSRN Electronic Journal. 2 indexed citations
18.
Hillebrand, Eric & Gunther Schnabl. (2003). The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection. SSRN Electronic Journal. 17 indexed citations
19.
Hillebrand, Eric, et al.. (1994). Genetic Algorithms in Optimization, Simulation and Modeling. IOS Press eBooks. 11 indexed citations
20.
Hillebrand, Eric, et al.. (1994). Many Agent-Simulation and Artificial Life. 21 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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