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Periodicity and stochastic trends in economic time series

Franses, Philip Hans - 1996

Persistent link: https://www.econbiz.de/10000560688

Time series models for business and economic forecasting

Franses, Philip Hans - 1998 - 1. publ.

Persistent link: https://www.econbiz.de/10000662288

Periodic integration in quarterly UK macroeconomic variables

Franses, Philip Hans; Romijn, Gerbert - 1992

Persistent link: https://www.econbiz.de/10000865911

Stability through cycles

Groot, Bert de; Franses, Philip Hans - In: Technological forecasting & social change : an … 75 (2008) 3, pp. 301-311

Persistent link: https://www.econbiz.de/10003717913

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

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10011300557