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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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Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard; Franses, Philip Hans; Hoek, Henk - 1996
Persistent link: https://www.econbiz.de/10000939347
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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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The log transformation and models for seasonality : a case study of their impact on forecasting
Ariño, Miguel A.; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000959595
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The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M.; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000964173
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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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Time series models for business and economic forecasting
Franses, Philip Hans - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000662288
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Periodicity and stochastic trends in economic time series
Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000560688
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Nonlinearity and forecasting aspects of periodically integrated autoregressions
Franses, Philip Hans - In: Predictability and nonlinear modelling in natural …, (pp. 633-637). 1994
Persistent link: https://www.econbiz.de/10001288238
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[Rezension von: Franses, Philip Hans, Periodicity and stochastic trends in economic time series]
Hall, Alastair R. - In: The economic journal : the journal of the Royal … 107 (1997) 444, pp. 1602-1603
Persistent link: https://www.econbiz.de/10001349342