The Econometric Analysis of Seasonal Time Series

By Philip Hans Franses. 2005

64 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/c5b1c23877534201bd90d18d7fed4058af3f468f

Citations in the corpus

• News - Good or Bad - and its Impact on Volatility Predictions over Multiple Horizons (2011, unknown): “The path we take is inspired by the large literature on periodic models (see again Ghysels and Osborn (2001) for a comprehensive survey).”