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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - In: Applied financial economics 14 (2004) 4, pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
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The euro introduction and noneuro currencies
Dijk, Dick van; Munandar, Haris; Hafner, Christian M. - In: Applied financial economics 21 (2011) 1/3, pp. 95-116
Persistent link: https://www.econbiz.de/10009124660
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A simple test for PPP among traded goods
Franses, Philip Hans; Dijk, Dick van - In: Applied financial economics 16 (2006) 1/2, pp. 19-27
Persistent link: https://www.econbiz.de/10003291774
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Short patches of outliers, ARCH and volatility modelling 1
Franses, Philip Hans; Dijk, Dick van; Lucas, André - In: Applied financial economics 14 (2004) 4, pp. 221-232
Persistent link: https://www.econbiz.de/10007650957
Cover Image
The euro introduction and noneuro currencies
Dijk, Dick van; Munandar, Haris; Hafner, Christian - In: Applied financial economics 21 (2011) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10008768320
Cover Image
A simple test for PPP among traded goods
Hans Franses, Philip; van Dijk, Dick - In: Applied financial economics 16 (2006) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10007635918