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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"International journal of forecasting"
~isPartOf:"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
International journal of forecasting
Journal of forecasting
Journal of political economy
Discussion paper / Tinbergen Institute
3
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1
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
2
Exploiting spillovers to forecast crashes
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
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