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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~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 / Erasmus Center for Financial Research, Erasmus University
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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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2
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
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3
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
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