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Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000976191
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Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van; Franses, Philip Hans - In: Nonlinear econometric modeling in time series : …, (pp. 203-227). 2000
Persistent link: https://www.econbiz.de/10001532229
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Volatility patterns and spillovers in bund futures
Franses, Philip Hans (contributor) - 1994
Persistent link: https://www.econbiz.de/10000912208
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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
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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000937862