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Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans; Leij, Marco van der; Paap, Richard - In: Journal of applied econometrics 17 (2002) 5, pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
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Special issue: New econometric models in marketing
Chintagunta, Pradeep K. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003825018
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Introduction to the special issue on new econometric models in marketing
Chintagunta, Pradeep K.; Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 24 (2009) 3, pp. 375-376
Persistent link: https://www.econbiz.de/10003825020
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Common large innovations across nonlinear time series
Franses, Philip Hans; Paap, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 251-263
Persistent link: https://www.econbiz.de/10009739551
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 115-131
Persistent link: https://www.econbiz.de/10001769675
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Seasonal adjustment and the business cycle in unemployment
Franses, Philip Hans (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 2, pp. 73-84
Persistent link: https://www.econbiz.de/10001773117
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Special issue Modelling and forecasting financial volatility
Franses, Philip Hans (contributor) - 2002
Persistent link: https://www.econbiz.de/10001709308
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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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Consumer price evaluations through choice experiments
Sándor, Zsolt; Franses, Philip Hans - In: Journal of applied econometrics 24 (2009) 3, pp. 517-535
Persistent link: https://www.econbiz.de/10003825057