Eric Hillebrand

Associate professor

Eric Hillebrand


Associate Professor, PhD
Member of the EconometricsSection

Education: MSc Econ, MSc Math, PhD ECON 2003
Position: Associate Professor, 2012
Research Secretaries: Solveig Nygaard Sørensen and Bodil Krog

Personal web page

Eric Hillebrand is associate professor at the Department of Economics and Business Economics and at CREATES (Center for Research in Econometric Analysis of Time Series).  He received his PhD (Dr. rer. pol.) from the University of Bremen, Germany, in 2003. Before joining Aarhus University, he was an associate (2009-2011) and assistant (2003-2009) professor at the Department of Economics at Louisiana State University in Baton Rouge and a visiting researcher (2001-2003) at the Department of Mathematics at Stanford University in Palo Alto. His primary research interests are time series econometrics, financial econometrics, and mathematics in economics and finance.  Eric Hillebrand is a co-editor of the Advances in Econometrics series.

Teaching Interests


  • Time series econometrics
  • Economic forecasting
  • Financial econometrics
  • Mathematics for economics

Research Interests

  • Time series econometrics
  • Financial econometrics
  • Mathematics in economics and finance


Selected Publications

  • Grassi, S., Hillebrand, E. and D. Ventosa-Santaularia, 2013, The statistical relation of sea-level and temperature revisited, Dynamics of Atmospheres and Oceans 64, 1-9
  • Hillebrand, E., Sengupta, A., and J. Xu, 2012, Temporal correlation of defaults in subprime securitization, Communications on Stochastic Analysis 6(3), 487-511
  • Craioveanu, M., and E. Hillebrand, 2012, Level changes in volatility models, Annals of Finance 8(2), 277-308
  • Hillebrand, E. and M. Medeiros, 2010 The benefits of bagging for forecast models of realized volatility, Econometric Reviews 29(5), 571-593
  • Chance, D., Hillebrand, E. and J. Hillard, 2008, Pricing an option on revenue from an innovation: An application to movie box office revenue, Management Science 54, 1015-1028
  • Hillebrand, E., 2005, Neglecting parameter changes in GARCH models, Journal of Econometrics 129, 121-138


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