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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
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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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Exploiting spillovers to forecast crashes
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - In: Journal of forecasting 36 (2017) 8, pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
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Visualizing time-varying correlations across stock markets
Franses, Philip Hans; Groenen, Patrick J. F. - 1999
Persistent link: https://www.econbiz.de/10001447137
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Modeling changing day-of-the-week seasonality in stock returns and volatility
Franses, Philip Hans; Paap, Richard - 1995
Persistent link: https://www.econbiz.de/10000937723
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This time it is different! : or not? : discounting past data when predicting the future
Franses, Philip Hans; Janssens, Eva - In: Annals of financial economics 13 (2018) 2, pp. 1-34
Persistent link: https://www.econbiz.de/10011931141
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Testing earnings management
Fok, Dennis; Franses, Philip Hans - 2009
Persistent link: https://www.econbiz.de/10003908705
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Testing common deterministic seasonality, with an application to industrial production
Franses, Philip Hans; Kunst, Robert M. - 1999
Persistent link: https://www.econbiz.de/10001495863
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This time it is different! Or not? : discounting past data when predicting the future
Franses, Philip Hans; Janssens, Eva - 2017
Persistent link: https://www.econbiz.de/10011734882
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Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans; Ooms, Marius - 1994
Persistent link: https://www.econbiz.de/10000898964