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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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Special issue: Recent developments in business cycle analysis
Dijk, Dick van (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002728630
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On the dynamics of business cycle analysis : editors' introduction
Dijk, Dick van; Dijk, Herman K. van; Franses, Philip Hans - In: Journal of applied econometrics 20 (2005) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10002728682
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A multi-level panel star model for us manufacturing sectors
Fok, Dennis; Dijk, Dick van; Franses, Philip Hans - In: Journal of applied econometrics 20 (2005) 6, pp. 811-827
Persistent link: https://www.econbiz.de/10003168966
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A multi-level panel STAR model for US manufacturing sectors
Fok, Dennis; van Dijk, Dick; Franses, Philip Hans - In: Journal of applied econometrics 20 (2005) 6, pp. 811
Persistent link: https://www.econbiz.de/10006957873
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On the dynamics of business cycle analysis: editors' introduction
van Dijk, Dick; van Dijk, Herman K.; Hans Franses, Philip - In: Journal of applied econometrics 20 (2005) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10006960273
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Multivariate volatility modeling of electricity futures
Bauwens, Luc; Hafner, Christian M.; Pierret, Diane - In: Journal of applied econometrics 28 (2013) 5, pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
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Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.; Hafner, Christian M. - In: Journal of applied econometrics 30 (2015) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.; Manner, Hans - In: Journal of applied econometrics 27 (2012) 2, pp. 269-295
Persistent link: https://www.econbiz.de/10009618639
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Forecasting interest rates with shifting endpoints
Dijk, Dick van; Koopman, Siem Jan; Wel, Michel van der; … - In: Journal of applied econometrics 29 (2014) 5, pp. 693-712
Persistent link: https://www.econbiz.de/10010414859