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~person:"Franses, Philip Hans"
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English
84
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Franses, Philip Hans
Phillips, Peter C. B.
307
Pesaran, M. Hashem
200
McAleer, Michael
198
Härdle, Wolfgang
175
Gao, Jiti
170
Linton, Oliver
146
Andrews, Donald W. K.
139
Newey, Whitney K.
132
Gouriéroux, Christian
125
Kapetanios, George
119
Baltagi, Badi H.
115
Chernozhukov, Victor
115
Chen, Xiaohong
104
Heckman, James J.
100
Koopman, Siem Jan
100
Swanson, Norman R.
96
Fabozzi, Frank J.
94
Imbens, Guido
93
Engle, Robert F.
89
Lütkepohl, Helmut
89
Robinson, Peter M.
89
White, Halbert
87
Lechner, Michael
85
Dette, Holger
83
Wooldridge, Jeffrey M.
83
Diebold, Francis X.
82
Otsu, Taisuke
82
Lee, Lung-fei
79
Bera, Anil K.
77
Li, Qi
77
Ullah, Aman
77
Croux, Christophe
76
Nielsen, Morten Ørregaard
76
Teräsvirta, Timo
76
Horowitz, Joel
74
Simar, Léopold
72
Stock, James H.
72
Su, Liangjun
71
Dufour, Jean-Marie
69
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Econometrisch Instituut <Rotterdam>
2
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Report / Econometric Institute, Erasmus University Rotterdam
16
Econometric Institute research papers
13
Discussion paper / Tinbergen Institute
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
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6
Journal of econometrics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
Memo / Økonomisk Institut, Aarhus Universitet
1
Nonparametric dynamic modelling
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
TRACE discussion papers / Tinbergen Institute
1
Testing integration and cointegration
1
The economic journal : the journal of the Royal Economic Society
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper
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Tinbergen Institute Discussion Paper 15-086/III
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ECONIS (ZBW)
83
EconStor
1
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Analyzing preference rankings when there are too many alternatives
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754256
Saved in:
2
Ranking models in conjoint analysis
Lam, Kar Yin
;
Koning, Alex J.
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008664081
Saved in:
3
A generalized dynamic conditional
correlation
model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
4
The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010354451
Saved in:
5
The stock exchange of Suriname: returns, volatility, correlations and weak-form efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2014
Persistent link: https://www.econbiz.de/10010359786
Saved in:
6
A generalized dynamic conditional
correlation
model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
7
Visualizing time-varying correlations across stock markets
Franses, Philip Hans
;
Groenen, Patrick J. F.
-
1999
Persistent link: https://www.econbiz.de/10001447137
Saved in:
8
Interpolation and
correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
9
Inflation in Africa, 1960-2015
Franses, Philip Hans
;
Janssens, Eva
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 261-292
Persistent link: https://www.econbiz.de/10012127803
Saved in:
10
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
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