Philip Hans Franses
Philip Hans Franses
Unknown affiliation
Verified email at ese.eur.nl
Title
Cited by
Cited by
Year
Non-linear time series models in empirical finance
PH Franses, D Van Dijk
Cambridge University Press, 2000
14902000
Smooth transition autoregressive models—a survey of recent developments
D Dijk, T Teräsvirta, PH Franses
Econometric reviews 21 (1), 1-47, 2002
13802002
The effect of relational constructs on customer referrals and number of services purchased from a multiservice provider: does age of relationship matter?
PC Verhoef, PH Franses, JC Hoekstra
Journal of the Academy of Marketing Science 30 (3), 202-216, 2002
8732002
Econometric methods with applications in business and economics
C Heij, C Heij, P de Boer, PH Franses, T Kloek, HK van Dijk
Oxford University Press, 2004
6872004
Time series models for business and economic forecasting
PH Franses, PHBF Franses
Cambridge university press, 1998
6651998
Combining sources of preference data
D Hensher, J Louviere, J Swait
Journal of Econometrics 89 (1-2), 197-221, 1998
5341998
Forecasting stock market volatility using (non‐linear) Garch models
PH Franses, D Van Dijk
Journal of Forecasting 15 (3), 229-235, 1996
3981996
The impact of satisfaction and payment equity on cross-buying: A dynamic model for a multi-service provider
PC Verhoef, PH Franses, JC Hoekstra
Journal of Retailing 77 (3), 359-378, 2001
3752001
Quantitative models in marketing research
PH Franses, R Paap
Cambridge University Press, 2001
3582001
Periodicity and stochastic trends in economic time series
PH Franses
OUP Catalogue, 1996
3371996
The impact of brand equity and the hedonic level of products on consumer stock-out reactions
LM Sloot, PC Verhoef, PH Franses
Journal of Retailing 81 (1), 15-34, 2005
3282005
The effects of additive outliers on tests for unit roots and cointegration
PH Franses, N Haldrup
Journal of Business & Economic Statistics 12 (4), 471-478, 1994
3201994
Forecasting economic and financial time-series with non-linear models
MP Clements, PH Franses, NR Swanson
International Journal of Forecasting 20 (2), 169-183, 2004
2762004
Seasonality, non-stationarity and the forecasting of monthly time series
PH Franses
International Journal of forecasting 7 (2), 199-208, 1991
2741991
Additive outliers, GARCH and forecasting volatility
PH Franses, H Ghijsels
International Journal of forecasting 15 (1), 1-9, 1999
2531999
Vertical marketing systems for complex products: A triadic perspective
S Wuyts, S Stremersch, C Van den Bulte, PH Franses
Journal of Marketing Research 41 (4), 479-487, 2004
2422004
Modeling multiple regimes in the business cycle
D Van Dijk, PH Franses
Macroeconomic dynamics 3 (3), 311-340, 1999
2381999
Generalizations of the KPSS‐test for stationarity
B Hobijn, PH Franses, M Ooms
Statistica Neerlandica 58 (4), 483-502, 2004
2292004
Asymptotically perfect and relative convergence of productivity
B Hobijn, PH Franses
Journal of Applied Econometrics 15 (1), 59-81, 2000
2152000
Critical values for unit root tests in seasonal time series
PH Franses, B Hobijn
Journal of Applied Statistics 24 (1), 25-48, 1997
2131997
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