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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~person:"Franses, Philip Hans"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
Share price
Volatilität
Theorie
8
Theory
8
USA
4
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Saisonale Schwankungen
2
Seasonal variations
2
1961-1997
1
ARMA model
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Arbeitslosigkeit
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Innovation diffusion
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Innovationsdiffusion
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Kausalanalyse
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Konjunktur
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Konjunkturtheorie
1
Macroeconomics
1
Makroökonomik
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Money supply
1
Multivariate Analyse
1
Multivariate analysis
1
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1
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1
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English
4
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Franses, Philip Hans
Aït-Sahalia, Yacine
8
Bollerslev, Tim
6
Tauchen, George Eugene
6
Diebold, Francis X.
5
Gallant, A. Ronald
5
Andersen, Torben
4
Dijk, Dick van
4
Hallin, Marc
4
Koop, Gary
4
McAleer, Michael
4
Renault, Eric
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Grammig, Joachim
3
Nielsen, Morten Ørregaard
3
Patton, Andrew J.
3
Serletis, Apostolos
3
Steel, Mark F. J.
3
Taylor, Robert
3
Yu, Jun
3
Arvanitis, Stelios
2
Atkinson, Scott Estes
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Bullard, James Brian
2
Chan, Joshua
2
Chen, Xiaohong
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Di Bartolomeo, Giovanni
2
Duan, Jin-Chuan
2
Dufour, Jean-Marie
2
Engle, Robert F.
2
Fan, Jianqing
2
Farmer, Roger E. A.
2
Fernandes, Marcelo
2
Gaudecker, Hans-Martin von
2
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Journal of econometrics
Macroeconomic dynamics
Discussion paper / Tinbergen Institute
4
Journal of applied econometrics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Econometric Institute research papers
2
Applied mathematical finance
1
ERIM report series research in management
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of forecasting
1
Journal of macroeconomics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
The review of economics and statistics
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ECONIS (ZBW)
4
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1
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
2
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
3
Multivariate star analysis of money-output relationship
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 506-532
Persistent link: https://www.econbiz.de/10001625162
Saved in:
4
Modeling multiple regimes in the business cycle
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
3
(
1999
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10001618360
Saved in:
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