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A non-linear multivariate model of the UK real exchange rate
Milas, Costas - 2001
Persistent link: https://www.econbiz.de/10001636887
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The mathematical structure of models that exhibit cointegration : a survey of recent approaches
Clements, Michael P. - 1990
Persistent link: https://www.econbiz.de/10000804287
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Outlier detection in the GARCH (1,1) model
Franses, Philip Hans; Dijk, Dick van - 1999
Persistent link: https://www.econbiz.de/10001495849
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Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000976191
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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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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000986130
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Short patches of outliers, arch and volatility modeling
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000988100
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Do we often find ARCH because of neglected outliers?
Franses, Philip Hans; Dijk, Dick van - 1997
Persistent link: https://www.econbiz.de/10000988125
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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
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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