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On the econometrics of modeling direct marketing response
Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000974964
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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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Measuring the impact of promotion on weekly market shares
Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000952467
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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
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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
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Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans; Griensven, Kapser van - 1997
Persistent link: https://www.econbiz.de/10000969008
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Additive outliers, garch and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - 1997
Persistent link: https://www.econbiz.de/10000969033
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Short patches of outliers, arch and volatility modeling
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000988100
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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
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Volatility patterns and spillovers in bund futures
Franses, Philip Hans (contributor) - 1994
Persistent link: https://www.econbiz.de/10000912208