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~person:"Franses, Philip Hans"
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Franses, Philip Hans
Aizenman, Joshua
774
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728
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711
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633
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62
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37
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ECONIS (ZBW)
344
EconStor
12
RePEc
4
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1
Additive outliers, GARCH and forecasting
volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
2
Estimating
volatility
on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
3
Additive outliers, garch and forecasting
volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
4
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
5
Short patches of outliers, ARCH and
volatility
modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
Saved in:
6
Monitoring st[ru]ctural change in variance, with an application to European nominal exchange rate
volatility
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525987
Saved in:
7
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
Saved in:
8
Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000976191
Saved in:
9
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
10
A simple test of GARCH against a stochastic
volatility
model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
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