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~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"Arbitrage"
~subject:"Volatilität"
~subject:"Ökonometrisches Modell"
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Report / Erasmus Center for Financial Research, Erasmus University
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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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2
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
3
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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4
Volatility patterns and spillovers in bund futures
Franses, Philip Hans
(
contributor
)
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1994
Persistent link: https://www.econbiz.de/10000912208
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