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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
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Search: person:"Franses, P.H."
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Franses, Philip Hans
11
Dijk, Dick van
2
Lucas, André
2
Ghijsels, Hendrik
1
Griensven, Kapser van
1
Groenen, Patrick J. F.
1
Homelen, Paul van
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Kluitman, Roy
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Report / Erasmus Center for Financial Research, Erasmus University
Econometric Institute Report
147
Econometric Institute research papers
142
Discussion paper / Tinbergen Institute
51
Report / Econometric Institute, Erasmus University Rotterdam
50
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
48
Erasmus University of Rotterdam - Econometric Institute
43
ERIM report series research in management
38
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
34
Economisch statistische berichten : ESB
28
International journal of forecasting
25
Journal of applied econometrics
18
Journal of forecasting
18
Economics letters
15
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
15
Econometric reviews
12
Discussion paper / Tinbergen Institute / Tinbergen Institute
11
Journal of econometrics
11
Applied economics
10
Oxford bulletin of economics and statistics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
8
Applied financial economics
7
Research memorandum series / Tinbergen Instituut
7
Technological forecasting & social change : an international journal
7
Working paper
7
Applied economics letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
5
Rotterdam Institute for Business Economic Studies
5
Annals of financial economics
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Discussion paper / Department of Economics, University of California San Diego
3
Econometric theory
3
Journal of the Operational Research Society : OR
3
Macroeconomic dynamics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Advanced texts in econometrics
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ECONIS (ZBW)
11
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1
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
2
Visualizing time-varying correlations across stock markets
Franses, Philip Hans
;
Groenen, Patrick J. F.
-
1999
Persistent link: https://www.econbiz.de/10001447137
Saved in:
3
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
4
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:
5
Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans
;
Griensven, Kapser van
-
1997
Persistent link: https://www.econbiz.de/10000969008
Saved in:
6
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
7
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:
8
On forecasting exchange rates using neural networks
Franses, Philip Hans
;
Homelen, Paul van
-
1996
Persistent link: https://www.econbiz.de/10000966937
Saved in:
9
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
10
Volatility patterns and spillovers in bund futures
Franses, Philip Hans
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000912208
Saved in:
1
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