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~person:"Franses, Philip Hans"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Volatility
Zeitreihenanalyse
Time series analysis
83
Theorie
53
Theory
53
Forecasting model
27
Prognoseverfahren
27
Saisonale Schwankungen
22
Seasonal variations
22
Estimation theory
16
Schätztheorie
16
Estimation
11
Schätzung
11
USA
8
United States
8
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7
Frühindikator
7
Inflation
7
Leading indicator
7
Ökonometrisches Modell
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Experten
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Experts
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Taiwan
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Volatilität
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Markov chain
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1980-2009
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Aktienindex
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Inflationsrate
3
Netherlands
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Saisonkomponente
3
Seasonal component
3
Statistical theory
3
Statistische Methodenlehre
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Non-commercial literature
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75
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75
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English
83
Author
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Franses, Philip Hans
Gil-Alaña, Luis A.
155
Caporale, Guglielmo Maria
136
Koopman, Siem Jan
109
McAleer, Michael
79
Phillips, Peter C. B.
75
Gao, Jiti
68
Sibbertsen, Philipp
66
Hyndman, Rob J.
61
Teräsvirta, Timo
61
Lütkepohl, Helmut
55
Lucas, André
54
Pesaran, M. Hashem
54
Johansen, Søren
50
Härdle, Wolfgang
49
Kunst, Robert M.
49
Marcellino, Massimiliano
49
Dijk, Herman K. van
48
Kapetanios, George
45
Koop, Gary
43
Maravall Herrero, Agustín
42
Nielsen, Morten Ørregaard
41
Feng, Yuanhua
37
Dijk, Dick van
36
Beran, Jan
34
Linton, Oliver
32
Lux, Thomas
32
Ravazzolo, Francesco
32
Swanson, Norman R.
32
Bauwens, Luc
28
Timmermann, Allan
28
Brakel, Jan A. van den
27
Harvey, Andrew C.
27
Robinson, Peter M.
26
Saikkonen, Pentti
26
Fried, Roland
25
Grassi, Stefano
25
Lanne, Markku
25
Medeiros, Marcelo C.
25
Snyder, Ralph D.
25
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Econometrisch Instituut <Rotterdam>
3
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
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1
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1
University of Canterbury / Dept. of Economics
1
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Report / Econometric Institute, Erasmus University Rotterdam
25
Econometric Institute research papers
20
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
14
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Research memorandum series / Tinbergen Instituut
4
Working paper
4
Report / Erasmus Center for Financial Research, Erasmus University
3
IHS economics series : working paper
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers in economics
1
ERIM report series research in management
1
EUI working paper / ECO
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Rotterdam Institute for Business Economic Studies
1
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
1
TRACE discussion papers / Tinbergen Institute
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
83
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Do African economies grow similarly?
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012037767
Saved in:
3
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
4
Model-based forecast adjustment : with an illustration to inflation
Franses, Philip Hans
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10011823289
Saved in:
5
This time it is different! Or not? : discounting past data when predicting the future
Franses, Philip Hans
;
Janssens, Eva
-
2017
Persistent link: https://www.econbiz.de/10011734882
Saved in:
6
Recovering historical inflation data from postal stamps prices
Franses, Philip Hans
;
Janssens, Eva
-
2016
Persistent link: https://www.econbiz.de/10011541163
Saved in:
7
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
8
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009725301
Saved in:
9
Some tools for robustifying econometric analyses
Hoornweg, Victor
;
Franses, Philip Hans
-
2013
Persistent link: https://www.econbiz.de/10010354387
Saved in:
10
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009619362
Saved in:
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