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~person:"Franses, Philip Hans"
~person:"Kumar, Dilip"
~subject:"Economic forecast"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Economic forecast
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103
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Franses, Philip Hans
Kumar, Dilip
Gupta, Rangan
99
Gil-Alaña, Luis A.
94
Zaremba, Adam
59
Caporale, Guglielmo Maria
56
Wohar, Mark E.
45
Tiwari, Aviral Kumar
42
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36
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33
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32
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32
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30
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28
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27
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27
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26
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25
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22
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22
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22
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21
Ma, Feng
21
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20
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20
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20
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20
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19
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19
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19
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19
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18
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18
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17
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17
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17
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17
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17
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17
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Journal of forecasting
3
American journal of finance and accounting
2
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2
Economic modelling
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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ECONIS (ZBW)
35
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1
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
2
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
3
Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
40
(
2013
)
1/2
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
Saved in:
4
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
5
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
6
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
7
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
8
On seasonal cycles, unit roots, and mean shifts
Franses, Philip Hans
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001240839
Saved in:
9
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
10
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
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