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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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Do we often find ARCH because of neglected outliers?
Franses, Philip Hans; Dijk, Dick van - 1997
Persistent link: https://www.econbiz.de/10000988125
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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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Are many current seasonally adjusted data downward biased?
Franses, Philip Hans; Ariño, Miguel A.; Hobijn, Bart - 1997
Persistent link: https://www.econbiz.de/10000973979
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Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000976191
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Econometric mixture models and more general models for unobservables in duration analysis
Heckman, James J.; Taber, Christopher - 1994
Persistent link: https://www.econbiz.de/10000913801
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Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank; Franses, Philip Hans - 1995
Persistent link: https://www.econbiz.de/10000915606
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Testing for unit roots and non-linear transformations
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000924063
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994030