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Deriving dynamic marketing effectiveness from econometric time series models

Horváth, Csilla (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001812014

Additive outliers, garch and forecasting volatility

Franses, Philip Hans; Ghijsels, Hendrik - 1997

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Forecasting stock market volatility using (nonlinear) GARCH models

Franses, Philip Hans; Thull, Olaf van - 1995

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An introduction to time-varying lag autoregression

Franses, Philip Hans - 2020

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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

Evaluating real-time forecasts in real-time

Dijk, Dick van (contributor); … - 2007

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Are forecast updates progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010

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Evaluating combined non-replicable forecasts

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.

Macroeconomic forecasts are often based on the interaction between econometric models and experts. A forecast that is based only on an econometric model is replicable and may be unbiased, whereas a forecast that is not based only on an econometric model, but also incorporates an expert’s...

Persistent link: https://www.econbiz.de/10008840805

Are forecast updates progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10003987649

Stochastic levels and duration dependence in US unemployment

Bruijn, Bert de; Franses, Philip Hans - 2015

Persistent link: https://www.econbiz.de/10011432575