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~isPartOf:"Journal of forecasting"
~person:"Franses, Philip Hans"
~person:"McMillan, David G."
~subject:"Estimation"
~subject:"Time series analysis"
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Franses, Philip Hans
McMillan, David G.
Brooks, Chris
5
Chan, Wai-Sum
5
García-Ferrer, Antonio
5
Gupta, Rangan
5
Chen, Cathy W. S.
4
Gil-Alaña, Luis A.
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Journal of forecasting
Report / Econometric Institute, Erasmus University Rotterdam
31
Econometric Institute research papers
30
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Tinbergen Institute
16
International journal of forecasting
10
Economics letters
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Research memorandum series / Tinbergen Instituut
6
Journal of econometrics
5
Oxford bulletin of economics and statistics
5
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5
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4
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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3
Discussion paper / Department of Economics, University of California San Diego
3
ERIM report series research in management
3
International journal of finance & economics : IJFE
3
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3
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3
Advanced texts in econometrics
2
Applied economics letters
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EUI working paper / ECO
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IHS economics series : working paper
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International review of applied economics
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Journal of international financial markets, institutions & money
2
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1
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
2
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
3
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
4
A Bayesian analysis of periodic integration
Franses, Philip Hans
- In:
Journal of forecasting
16
(
1997
)
7
,
pp. 509-532
Persistent link: https://www.econbiz.de/10001233075
Saved in:
5
The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M.
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001244492
Saved in:
6
Multi-step forecast error variances for periodically integrated time series
Franses, Philip Hans
- In:
Journal of forecasting
15
(
1996
)
2
,
pp. 83-95
Persistent link: https://www.econbiz.de/10001195087
Saved in:
7
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
8
Forecasting time series with long memory and level shifts
Hyung, Namwon
;
Franses, Philip Hans
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
Saved in:
9
Periodically integrated subset autoregressions for Dutch industrial production and money stock
Franses, Philip Hans
- In:
Journal of forecasting
12
(
1993
)
7
,
pp. 601-613
Persistent link: https://www.econbiz.de/10001152504
Saved in:
10
Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans
;
Welz, Max
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
Saved in:
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