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Franses, Philip Hans - In: Annals of financial economics 15 (2020) 4, pp. 1-7

Persistent link: https://www.econbiz.de/10012643023

Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - In: Journal of international financial markets, … 73 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012802134

Legerstee, Rianne; Franses, Philip Hans - In: Journal of forecasting 34 (2015) 4, pp. 290-302

Persistent link: https://www.econbiz.de/10011305176

Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - 2019

Persistent link: https://www.econbiz.de/10012113890

Franses, Philip Hans - 2018 - This version: March 2018

Persistent link: https://www.econbiz.de/10011823289

Franses, Philip Hans - In: Interfaces : the INFORMS journal on the practice of … 41 (2011) 2, pp. 177-181

Persistent link: https://www.econbiz.de/10009125003

Gresnigt, Francine - 2015

-excitation for these series. Out-of-sample, we find that the models that include spillover effects forecast crashes and the Value …

Persistent link: https://www.econbiz.de/10013013240

Franses, Philip Hans; Groot, Bert de - In: Applied economics 45 (2013) 31/33, pp. 4379-4384

Persistent link: https://www.econbiz.de/10011510560

Groot, Bert de; Franses, Philip Hans - 2012

Persistent link: https://www.econbiz.de/10010360671

Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - In: Journal of quantitative economics 22 (2024) 1, pp. 25-43

Persistent link: https://www.econbiz.de/10014518674