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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Franses, Philip Hans"
~person:"Jarrow, Robert A."
~person:"Lambertini, Luca"
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Franses, Philip Hans
Jarrow, Robert A.
Lambertini, Luca
Vorst, Ton
12
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7
Kouwenberg, Roy
6
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Report / Erasmus Center for Financial Research, Erasmus University
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
64
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Tinbergen Institute
22
Economics letters
22
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17
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
12
Johnson School Research Paper Series
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
International journal of forecasting
9
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8
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7
Finance research letters
6
Journal of applied econometrics
6
Journal of econometrics
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Mathematics and financial economics
6
The economics of vertically differentiated markets
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
5
Keio economic studies
5
Regional science & urban economics
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Research in economics : an international review of economics
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Research memorandum series / Tinbergen Instituut
5
Research paper / University of Melbourne, Department of Economics
5
Annual review of financial economics
4
Discussion papers / Centre for Industrial Economics, Institute of Economics, University of Copenhagen
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of banking & finance
4
Journal of economic surveys
4
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Oxford bulletin of economics and statistics
4
Quaderni - Working Paper DSE N°
4
Rotterdam Institute for Business Economic Studies
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The Japanese economic review : the journal of the Japanese Economic Association
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1
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
2
Visualizing time-varying correlations across stock markets
Franses, Philip Hans
;
Groenen, Patrick J. F.
-
1999
Persistent link: https://www.econbiz.de/10001447137
Saved in:
3
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:
4
Modeling day-of-the-week seasonality in the S&P 500 index
Franses, Philip Hans
;
Paap, Richard
-
1998
Persistent link: https://www.econbiz.de/10000988101
Saved in:
5
Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans
;
Griensven, Kapser van
-
1997
Persistent link: https://www.econbiz.de/10000969008
Saved in:
6
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
7
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
8
On forecasting exchange rates using neural networks
Franses, Philip Hans
;
Homelen, Paul van
-
1996
Persistent link: https://www.econbiz.de/10000966937
Saved in:
9
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
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