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~person:"Franses, Philip Hans"
~person:"Gao, Jiti"
~person:"Gil-Alaña, Luis A."
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Franses, Philip Hans
Gao, Jiti
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
258
Phillips, Peter C. B.
238
Koopman, Siem Jan
215
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ECONIS (ZBW)
679
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1
Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans
;
Ooms, Marius
-
1994
Persistent link: https://www.econbiz.de/10000898964
Saved in:
2
Seasonality and stochastic trends in German consumption and income : 1960.1 - 1987.4
Franses, Philip Hans
;
Paap, Richard
-
1994
Persistent link: https://www.econbiz.de/10000904755
Saved in:
3
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
4
Critical values for unit root tests in seasonal time series
Franses, Philip Hans
;
Hobijn, Bart
-
1994
Persistent link: https://www.econbiz.de/10000910782
Saved in:
5
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
6
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
7
Modeling changing day-of-the-week seasonality in stock returns and volatility
Franses, Philip Hans
;
Paap, Richard
-
1995
Persistent link: https://www.econbiz.de/10000937723
Saved in:
8
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
Saved in:
9
Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard
;
Franses, Philip Hans
;
Hoek, Henk
-
1996
Persistent link: https://www.econbiz.de/10000939347
Saved in:
10
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
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