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Interpreting financial market crashes as earthquakes : a new Early Warning System for medium term crashes
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - In: Journal of banking & finance 56 (2015), pp. 123-139
Persistent link: https://www.econbiz.de/10011488615
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Specification testing in Hawkes models
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - In: Journal of financial econometrics : official journal of … 15 (2017) 1, pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
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Exploiting spillovers to forecast crashes
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - In: Journal of forecasting 36 (2017) 8, pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
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Does Africa grow slower than Asia, Latin America and the Middle East? : Evidence from a new data-based classification method
Paap, Richard; Franses, Philip Hans; Dijk, Dick van - In: Journal of development economics 77 (2005) 2, pp. 553-570
Persistent link: https://www.econbiz.de/10002862562
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The Stock Exchange of Suriname : returns, volatility, correlations, and weak-form efficiency
Bodeutsch, Denice; Franses, Philip Hans - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 130-139
Persistent link: https://www.econbiz.de/10011344353
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Off the hook : measuring the impact of mobile telephone use on economic development of households in Uganda using Copulas
Blauw, Sanne; Franses, Philip Hans - In: The journal of development studies : JDS 52 (2016) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10011459385
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Cointegration analysis of seasonal time series
Franses, Philip Hans; McAleer, Michael - In: Journal of economic surveys 12 (1998) 5, pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 409-433
Persistent link: https://www.econbiz.de/10001407391
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Dynamic specification and cointegration
Boswijk, Herman Peter - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 369-381
Persistent link: https://www.econbiz.de/10001330269