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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Franses, Philip Hans"
~type_genre:"Working Paper"
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Report / Erasmus Center for Financial Research, Erasmus University
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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
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Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
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1997
Persistent link: https://www.econbiz.de/10000969033
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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
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1995
Persistent link: https://www.econbiz.de/10000912177
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