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~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"ARCH-Modell"
~subject:"Stock index"
~subject:"Ökonometrisches Modell"
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Seasonality and Stochastic Tre...
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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
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2
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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3
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
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Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
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1997
Persistent link: https://www.econbiz.de/10000969033
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