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Forecasting own brand sales : does incorporating competition help?
Li, Wei; Fok, Dennis; Franses, Philip Hans - 2019
Persistent link: https://www.econbiz.de/10012149723
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Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Market Performance
Dieijen, Myrthe - 2019
Volatility is an important metric of financial performance, indicating uncertainty or risk. So, predicting and managing volatility is of interest to both company managers and investors. This study investigates whether volatility in user-generated content (UGC) can spill over to volatility in...
Persistent link: https://www.econbiz.de/10012902828
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A differencing test
Franses, Philip Hans - In: Econometric reviews 14 (1995) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10001180047
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Testing changing harmonic regressors
Franses, Philip Hans - 2009
Persistent link: https://www.econbiz.de/10003877112
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Testing for harmonic regressors
Franses, Philip Hans (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003414366
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Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans; Ooms, Marius - 1994
Persistent link: https://www.econbiz.de/10000898964
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Critical values for unit root tests in seasonal time series
Franses, Philip Hans; Hobijn, Bart - 1994
Persistent link: https://www.econbiz.de/10000910782
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Recent advances in modelling seasonality
Franses, Philip Hans - 1994
Persistent link: https://www.econbiz.de/10000910783
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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