Narrow search
Showing 1 - 5 of 5
Cover Image
The Impact of Seasonal Constants on Forecasting Seasonally Cointegrated Time Series
Kunst, R.M.; Franses, P.H. - In: Journal of forecasting 17 (1998) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10006919953
Cover Image
A Bayesian Analysis of Periodic Integration
Franses, P.H.; Koop, G. - In: Journal of forecasting 16 (1997) 7, pp. 509-532
Persistent link: https://www.econbiz.de/10006921596
Cover Image
Forecasting Stock Market Volatility Using (Non-linear) Garch Models
Franses, P.H.; Dijk, D.Van - In: Journal of forecasting 15 (1996) 3, pp. 229-236
Persistent link: https://www.econbiz.de/10006928532
Cover Image
Multi-step Forecast Error Variances for Periodically Integrated Time Series
Franses, P.H. - In: Journal of forecasting 15 (1996) 2, pp. 83-96
Persistent link: https://www.econbiz.de/10006928948
Cover Image
Periodically Integrated Subset Autoregressions for Dutch Industrial Production and Money Stock
Franses, P.H. - In: Journal of forecasting 12 (1993) 7, pp. 601-614
Persistent link: https://www.econbiz.de/10006954450