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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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Model selection in periodic autoregressions
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001172652
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Model Selection in Periodic Autoregressions
Franses, Philip Hans; Paap, Richard - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-440
Persistent link: https://www.econbiz.de/10006490837
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The Norwegian consumption function : a comment
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 455-459
Persistent link: https://www.econbiz.de/10001330264
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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
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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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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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On forecasting exchange rates using neural networks
Franses, Philip Hans; Homelen, Paul van - 1996
Persistent link: https://www.econbiz.de/10000966937
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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