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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of political economy"
~person:"Franses, Philip Hans"
~person:"Helpman, Elhanan"
~subject:"Börsenkurs"
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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International journal of forecasting
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Are we in a bubble? : a simple time-series-based diagnostic
Franses, Philip Hans
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2013
Persistent link: https://www.econbiz.de/10010354375
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A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
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2005
Persistent link: https://www.econbiz.de/10003179654
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
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1998
Persistent link: https://www.econbiz.de/10000986130
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