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Monitoring st[ru]ctural change in variance, with an application to European nominal exchange rate volatility
Carsoule, Frédéric; Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001525987
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A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003179654
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Gaussian Copula regression in the presence of thresholds
Eckert, Christine; Hohberger, Jan; Franses, Philip Hans - 2022
Persistent link: https://www.econbiz.de/10012879125
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On forecasting exchange rates using neural networks
Franses, Philip Hans; Homelen, Paul van - 1996
Persistent link: https://www.econbiz.de/10000945702
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000986130
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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
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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
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On forecasting exchange rates using neural networks
Franses, Philip Hans - In: Applied financial economics 8 (1998) 6, pp. 589-596
Persistent link: https://www.econbiz.de/10001253340
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Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 115-131
Persistent link: https://www.econbiz.de/10001769675