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~isPartOf:"A companion to economic forecasting"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Franses, Philip Hans"
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Franses, Philip Hans
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A companion to economic forecasting
Report / Erasmus Center for Financial Research, Erasmus University
Report / Econometric Institute, Erasmus University Rotterdam
30
Econometric Institute research papers
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Tinbergen Institute
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International journal of forecasting
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Economics letters
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Research memorandum series / Tinbergen Instituut
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Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Handbook of marketing decision models
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Forecasting with periodic autoregressive time-series models
Franses, Philip Hans
;
Raap, Richard
- In:
A companion to economic forecasting
,
(pp. 432-452)
.
2002
Persistent link: https://www.econbiz.de/10001894032
Saved in:
2
Modeling day-of-the-week seasonality in the S&P 500 index
Franses, Philip Hans
;
Paap, Richard
-
1998
Persistent link: https://www.econbiz.de/10000988101
Saved in:
3
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
4
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
5
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
6
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
Saved in:
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