Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"Arbitrage"
~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Ökonometrisches Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Seasonality and Stochastic Tre...
Similar by person
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
Schätzung
Volatilität
Ökonometrisches Modell
Forecasting model
23
Prognoseverfahren
23
Theorie
23
Theory
23
Time series analysis
21
Zeitreihenanalyse
21
Estimation
7
Saisonale Schwankungen
6
Seasonal variations
6
Estimation theory
5
Nichtlineare Regression
5
Nonlinear regression
5
Schätztheorie
5
Economic forecast
4
Experten
4
Experts
4
Großbritannien
4
United Kingdom
4
Volatility
4
Wirtschaftsprognose
4
ARCH model
3
ARCH-Modell
3
Aggregation
3
Aktienindex
3
Cointegration
3
Kointegration
3
Netherlands
3
Niederlande
3
Panel
3
Panel study
3
Saisonkomponente
3
Seasonal component
3
Stock index
3
Arbeitslosigkeit
2
Börsenkurs
2
Einheitswurzeltest
2
Exchange rate
2
Inflation
2
more ...
less ...
Type of publication
All
Book / Working Paper
6
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
10
Author
All
Franses, Philip Hans
10
Ghijsels, Hendrik
2
Chang, Chia-Lin
1
Dijk, Dick van
1
Griensven, Kapser van
1
Kofman, Paul
1
Koopman, Siem Jan
1
Kunst, Robert M.
1
Lucas, André
1
McAleer, Michael
1
Moser, James T.
1
Thull, Olaf van
1
more ...
less ...
Published in...
All
International journal of forecasting
Oxford bulletin of economics and statistics
Report / Erasmus Center for Financial Research, Erasmus University
Econometric Institute research papers
30
Discussion paper / Tinbergen Institute
12
Tinbergen Institute Discussion Paper
8
Journal of applied econometrics
6
Report / Econometric Institute, Erasmus University Rotterdam
6
Working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
ERIM report series research in management
3
Applied economics
2
Applied financial economics
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Rotterdam Institute for Business Economic Studies
2
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Advanced texts in econometrics
1
Annals of financial economics
1
Applied economics letters
1
Applied mathematical finance
1
CPB discussion paper
1
Central Bank review / Central Bank of the Republic of Turkey
1
Econometric reviews
1
Economics, statistics and mathematical economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
FRB of New York Staff Report
1
Handbook of economic forecasting ; Vol. 1
1
Industrial marketing management : the international journal for industrial and high-tech firms
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Review of development economics : an essential resource for any development economist
1
Staff reports / Federal Reserve Bank of New York
1
The review of economics and statistics
1
Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
Saved in:
2
Testing for seasonal unit roots in monthly panels of time series
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
4
,
pp. 469-488
Persistent link: https://www.econbiz.de/10009241613
Saved in:
3
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
4
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
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
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:
8
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
9
Volatility patterns and spillovers in bund futures
Franses, Philip Hans
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000912208
Saved in:
10
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
