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~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"Arbitrage"
~subject:"Saisonale Schwankungen"
~subject:"Schätzung"
~subject:"Ökonometrisches Modell"
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Seasonality and Stochastic Tre...
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Arbitrage
Saisonale Schwankungen
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Theorie
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32
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Franses, Philip Hans
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Paap, Richard
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Oxford bulletin of economics and statistics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Erasmus Center for Financial Research, Erasmus University
Econometric Institute research papers
30
Report / Econometric Institute, Erasmus University Rotterdam
27
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1
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
;
Hoek, Henk
;
Paap, Richard
-
1995
Persistent link: https://www.econbiz.de/10000924661
Saved in:
2
Modeling changing day-of-the-week seasonality in stock returns and volatility
Franses, Philip Hans
;
Paap, Richard
-
1995
Persistent link: https://www.econbiz.de/10000937723
Saved in:
3
Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard
;
Franses, Philip Hans
;
Hoek, Henk
-
1996
Persistent link: https://www.econbiz.de/10000939347
Saved in:
4
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
5
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000989872
Saved in:
6
Seasonality and stochastic trends in German consumption and income : 1960.1 - 1987.4
Franses, Philip Hans
;
Paap, Richard
-
1994
Persistent link: https://www.econbiz.de/10000904755
Saved in:
7
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
Saved in:
8
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
9
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:
10
Quarterly US unemployment : cycles, seasons and asymmetries
Franses, Philip Hans
-
1993
-
Version: January 1993
Persistent link: https://www.econbiz.de/10000893825
Saved in:
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