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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Franses, Philip Hans"
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Franses, Philip Hans
Vorst, Ton
17
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8
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Report / Erasmus Center for Financial Research, Erasmus University
Econometric Institute research papers
52
Report / Econometric Institute, Erasmus University Rotterdam
34
Discussion paper / Tinbergen Institute
30
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
24
ERIM report series research in management
20
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
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11
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11
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8
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7
Research memorandum series / Tinbergen Instituut
7
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6
Journal of econometrics
6
Oxford bulletin of economics and statistics
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Rotterdam Institute for Business Economic Studies
4
Technological forecasting & social change : an international journal
4
Discussion paper / Department of Economics, University of California San Diego
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic surveys
3
Macroeconomic dynamics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
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2
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2
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2
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Reihe Ökonomie
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Rotterdams Instituut voor Bedrijfseconomische Studies
2
SSE EFI working paper series in economics and finance
2
Testing integration and cointegration
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
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ECONIS (ZBW)
11
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1
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
2
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
3
Visualizing time-varying correlations across stock markets
Franses, Philip Hans
;
Groenen, Patrick J. F.
-
1999
Persistent link: https://www.econbiz.de/10001447137
Saved in:
4
Modeling day-of-the-week seasonality in the S&P 500 index
Franses, Philip Hans
;
Paap, Richard
-
1998
Persistent link: https://www.econbiz.de/10000988101
Saved in:
5
Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans
;
Griensven, Kapser van
-
1997
Persistent link: https://www.econbiz.de/10000969008
Saved in:
6
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
7
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
8
On forecasting exchange rates using neural networks
Franses, Philip Hans
;
Homelen, Paul van
-
1996
Persistent link: https://www.econbiz.de/10000966937
Saved in:
9
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
10
Volatility patterns and spillovers in bund futures
Franses, Philip Hans
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000912208
Saved in:
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