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
15322000
Smooth transition autoregressive models—a survey of recent developments
D Dijk, T Teräsvirta, PH Franses
Econometric reviews 21 (1), 1-47, 2002
13962002
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
9472002
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
7202004
Time series models for business and economic forecasting
PH Franses, PHBF Franses
Cambridge university press, 1998
6771998
Combining sources of preference data
D Hensher, J Louviere, J Swait
Journal of Econometrics 89 (1-2), 197-221, 1998
5551998
Forecasting stock market volatility using (non‐linear) Garch models
PH Franses, D Van Dijk
Journal of Forecasting 15 (3), 229-235, 1996
4171996
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
3872001
Quantitative models in marketing research
PH Franses, R Paap
Cambridge University Press, 2001
3682001
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
3432005
Periodicity and stochastic trends in economic time series
PH Franses
OUP Catalogue, 1996
3421996
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
3281994
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
2862004
Seasonality, non-stationarity and the forecasting of monthly time series
PH Franses
International Journal of forecasting 7 (2), 199-208, 1991
2791991
Additive outliers, GARCH and forecasting volatility
PH Franses, H Ghijsels
International Journal of forecasting 15 (1), 1-9, 1999
2601999
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
2492004
Modeling multiple regimes in the business cycle
D Van Dijk, PH Franses
Macroeconomic dynamics 3 (3), 311-340, 1999
2421999
Generalizations of the KPSS‐test for stationarity
B Hobijn, PH Franses, M Ooms
Statistica Neerlandica 58 (4), 483-502, 2004
2402004
Asymptotically perfect and relative convergence of productivity
B Hobijn, PH Franses
Journal of Applied Econometrics 15 (1), 59-81, 2000
2232000
Periodic time series models
PH Franses, R Paap
OUP Oxford, 2004
2192004
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