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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Economic growth
Volatility
Theorie
27
Theory
27
Time series analysis
18
Zeitreihenanalyse
18
Saisonale Schwankungen
14
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14
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10
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10
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5
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Großbritannien
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Engle, Robert F.
Franses, Philip Hans
Kloek, Teunis
2
Kouwenberg, Roy
2
Lucas, André
2
Vorst, Ton
2
Barro, Robert J.
1
Bod, Pauline
1
Bomhoff, Eduard Jan
1
Dijk, Dick van
1
Dijk, Ronald van
1
Donders, Monique
1
Ghijsels, Hendrik
1
Gondzio, Jacek
1
Hertog, René G. J. den
1
Király, Júlia
1
Kuiper, Erno
1
Mercurio, Fabio
1
Moraleda Novo, Juan Manuel
1
Poon, Ser-Huang
1
Pope, Peter F.
1
Praag, Bernard M. S. van
1
Pradhan, Menno
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Erasmus Center for Financial Research, Erasmus University
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Department of Economics, University of California San Diego
4
Report / Econometric Institute, Erasmus University Rotterdam
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Working paper series / University of Zurich, Department of Economics
3
Discussion paper / Tinbergen Institute
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Working papers
1
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ECONIS (ZBW)
4
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1
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
2
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
3
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
4
Testing rational expectations in agricultural markets using periodic models
Kuiper, Erno
;
Franses, Philip Hans
;
Kloek, Teunis
-
1993
Persistent link: https://www.econbiz.de/10000894161
Saved in:
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