Narrow search
Showing 1 - 10 of 298
Cover Image
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Cover Image
Cash use of the Taiwan Dollar : is it efficient?
Franses, Philip Hans; Welz, Max - In: Journal of risk and financial management : JRFM 12 (2019) 1/13, pp. 1-6
Two banknotes and two coins of the New Taiwan Dollar are infrequently (if at all) used in Taiwan when people make cash payments. This note examines the effect of this behavior on the efficiency of cash payments. The results are compared with the Euro, where the two highest and two lowest tokens...
Persistent link: https://www.econbiz.de/10011961532
Cover Image
A simple test for PPP among traded goods
Franses, Philip Hans (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644161
Cover Image
A simple test for PPP among traded goods
Franses, Philip Hans; Dijk, Dick van - In: Applied financial economics 16 (2006) 1/2, pp. 19-27
Persistent link: https://www.econbiz.de/10003291774
Cover Image
Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans; Ooms, Marius - 1994
Persistent link: https://www.econbiz.de/10000898964
Cover Image
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
Cover Image
Critical values for unit root tests in seasonal time series
Franses, Philip Hans; Hobijn, Bart - 1994
Persistent link: https://www.econbiz.de/10000910782
Cover Image
Recent advances in modelling seasonality
Franses, Philip Hans - 1994
Persistent link: https://www.econbiz.de/10000910783
Cover Image
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
Cover Image
Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396