Similar Search Results

Testing for treshold cointegration

Dijk, Dick van; Franses, Philip Hans - 1996

Persistent link: https://www.econbiz.de/10000934396

Testing for smooth transition nonlinearity in the presence of outliers

Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1996

Persistent link: https://www.econbiz.de/10000944648

Timing of vote decision in first and second order Dutch elections 1978 - 1995 : evidence from artificial neural networks

Eisinga, Robert N.; Franses, Philip Hans; Dijk, Dick van - 1997

Persistent link: https://www.econbiz.de/10000978347

Short patches of outliers, ARCH and volatility modelling

Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998

Persistent link: https://www.econbiz.de/10000986130

Short patches of outliers, arch and volatility modeling

Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1998

Persistent link: https://www.econbiz.de/10000988100

Do we often find ARCH because of neglected outliers?

Franses, Philip Hans; Dijk, Dick van - 1997

Persistent link: https://www.econbiz.de/10000988125

Modelling multiple regimes in the business cycle

Dijk, Dick van; Franses, Philip Hans - 1997

Persistent link: https://www.econbiz.de/10000988128

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

Nonlinear error-correction models for interest rates in the Netherlands

Dijk, Dick van; Franses, Philip Hans - 1997

Persistent link: https://www.econbiz.de/10000976191

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10011300557