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Jump processes in commodity futures prices and options pricing

Hilliard, Jimmy E.; Reis, Jorge - In: American journal of agricultural economics 81 (1999) 2, pp. 273-286

Persistent link: https://www.econbiz.de/10001387252

A test of technical analysis : matching time displaced generalized patterns

Hilliard, Jimmy E.; Schwartz, Adam; Squire, James C. - In: Financial management 42 (2013) 2, pp. 291-314

Persistent link: https://www.econbiz.de/10010187926

Rebalancing versus buy and hold : theory, simulation and empirical analysis

Hilliard, Jimmy E.; Hilliard, Jitka - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011979088

An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects

Hilliard, Jimmy E.; Hilliard, Jitka; Ni, Yinan - In: Quantitative finance 22 (2022) 7, pp. 1231-1246

Persistent link: https://www.econbiz.de/10013367896

Messy data : missing observations, outliers, and mixed-frequency data

Hill, Rufus Carter (contributor) - 1999

Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may suggest variables that are observed at different frequencies, and sometimes econometric results are very fragile to the inclusion or omission of just a...