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~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Volatilität"
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Andersen, Torben
Franses, Philip Hans
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Report / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
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Monitoring st[ru]ctural change in variance, with an application to European nominal exchange rate volatility
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525987
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Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
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1999
Persistent link: https://www.econbiz.de/10001495849
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3
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
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