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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"Autokorrelation"
~subject:"Volatility"
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Schätztheorie
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349
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Franses, Philip Hans
Giles, David E. A.
Härdle, Wolfgang
102
McAleer, Michael
91
Bollerslev, Tim
85
Phillips, Peter C. B.
84
Diebold, Francis X.
79
Pesaran, M. Hashem
75
Gouriéroux, Christian
62
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51
Andersen, Torben
45
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45
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44
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43
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43
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42
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40
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39
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39
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38
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38
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36
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35
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35
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35
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35
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35
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34
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33
Dufour, Jean-Marie
33
Gupta, Rangan
33
Lee, Lung-fei
33
Baltagi, Badi H.
31
Caporin, Massimiliano
31
Krämer, Walter
31
Linton, Oliver
31
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30
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30
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29
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Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Department of Economics, University of Canterbury
11
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9
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8
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7
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5
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4
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4
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4
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3
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3
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2
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1
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ECONIS (ZBW)
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1
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
2
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
3
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
4
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
5
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
6
Some properties of absolute returns as a proxy for volatility
Giles, David E. A.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
Saved in:
7
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
8
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
9
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
10
A note on monitoring time-varying parameters in an autoregression
Carsoule, Frédeŕic
;
Franses, Philip Hans
- In:
Metrika : international journal for theoretical and …
57
(
2003
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10001730928
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