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Theorie
Theory
450
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331
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317
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286
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271
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151
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456
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5
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Franses, Philip Hans
315
Dijk, Dick van
105
Hafner, Christian M.
69
Paap, Richard
53
Herwartz, Helmut
21
Legerstee, Rianne
19
Härdle, Wolfgang
16
Lucas, André
16
Fok, Dennis
15
Kole, Erik
11
Kunst, Robert M.
11
Boswijk, Herman Peter
10
Groenen, Patrick J. F.
10
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9
McAleer, Michael
9
Ooms, Marius
9
Panchenko, Valentyn
9
Diks, Cees G. H.
8
Franke, Jürgen
8
Opschoor, Anne
7
van Dijk, Dick
7
Fok, D.
6
Hobijn, Bart
6
Martens, Martin
6
Oest, Rutger van
6
Bos, Charles S.
5
Teräsvirta, Timo
5
Çakmaklı, Cem
5
Bhaghoe, Sailesh
4
Breitung, Jörg
4
Hoek, Henk
4
Homelen, Paul van
4
Ooft, Gavin
4
Ozturk, Sait R.
4
Peers, Yuri
4
Pooter, Michiel de
4
Rothman, Philip
4
Slagter, Erica
4
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4
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4
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Econometrisch Instituut <Rotterdam>
14
Erasmus Research Institute of Management
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
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1
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Econometric Institute research papers
55
Discussion paper / Tinbergen Institute
44
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34
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23
ERIM report series research in management
14
International journal of forecasting
14
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Economics letters
13
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12
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10
Econometric reviews
9
Journal of forecasting
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Journal of applied econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of econometrics
8
CORE discussion paper : DP
7
Research memorandum series / Tinbergen Instituut
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers of interdisciplinary research project 373
5
Oxford bulletin of economics and statistics
5
Universitext
5
CORE discussion papers : DP
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Macroeconomic dynamics
4
Rotterdam Institute for Business Economic Studies
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Applied economics letters
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
3
Journal of economic surveys
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
SFB 649 discussion paper
3
SSE EFI working paper series in economics and finance
3
Advanced texts in econometrics
2
CREATES research paper
2
Contributions to economic analysis
2
Dynamic factor models
2
ERIM Report Series Reference
2
Econometric models in marketing
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ECONIS (ZBW)
450
EconStor
13
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1
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
3
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
Saved in:
4
A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
5
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
6
Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van
;
Franses, Philip Hans
- In:
Nonlinear econometric modeling in time series : …
,
(pp. 203-227)
.
2000
Persistent link: https://www.econbiz.de/10001532229
Saved in:
7
Nonlinear time series models in empirical finance
Franses, Philip Hans
;
Dijk, Dick van
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001484071
Saved in:
8
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
-
2000
Persistent link: https://www.econbiz.de/10001486254
Saved in:
9
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
10
Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000976191
Saved in:
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