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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
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Averaging model forecasts and expert forecasts : why does it work?
Franses, Philip Hans - In: Interfaces : the INFORMS journal on the practice of … 41 (2011) 2, pp. 177-181
Persistent link: https://www.econbiz.de/10009125003
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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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Experts' stated behavior
Boulaksil, Youssef; Franses, Philip Hans - In: Interfaces : the INFORMS journal on the practice of … 39 (2009) 2, pp. 168-171
Persistent link: https://www.econbiz.de/10003848095
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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
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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
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On forecasting exchange rates using neural networks
Franses, Philip Hans; Homelen, Paul van - 1996
Persistent link: https://www.econbiz.de/10000966937
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Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans; Griensven, Kapser van - 1997
Persistent link: https://www.econbiz.de/10000969008
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Additive outliers, garch and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - 1997
Persistent link: https://www.econbiz.de/10000969033
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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