2023 - Research.com Economics and Finance in Netherlands Leader Award
2022 - Research.com Economics and Finance in Netherlands Leader Award
2011 - Royal Netherlands Academy of Arts and Sciences
The scientist’s investigation covers issues in Econometrics, Series, Autoregressive model, Statistics and Nonlinear system. His work deals with themes such as Univariate, Monte Carlo method and Time series, which intersect with Econometrics. His Series study incorporates themes from Convergence, Model selection, Seasonality and Autocorrelation.
His Autoregressive model study combines topics from a wide range of disciplines, such as Sample, Applied mathematics and STAR model. His Statistics research incorporates themes from Variance and Core inflation. His Nonlinear system research is multidisciplinary, relying on both Volatility and Linear model.
Philip Hans Franses mainly focuses on Econometrics, Series, Statistics, Autoregressive model and Seasonality. Philip Hans Franses has included themes like Outlier and Time series in his Econometrics study. In his work, Representation is strongly intertwined with Inference, which is a subfield of Series.
Statistics is a component of his Unit root and Statistical hypothesis testing studies. He regularly ties together related areas like STAR model in his Autoregressive model studies. As part of his studies on Seasonality, Philip Hans Franses often connects relevant areas like Seasonal adjustment.
His primary areas of investigation include Econometrics, Inflation, Monetary economics, Statistics and Real gross domestic product. The concepts of his Econometrics study are interwoven with issues in Multivariate statistics and Unemployment. In his research on the topic of Inflation, Real interest rate is strongly related with Sample.
The Monetary economics study combines topics in areas such as Index, Payment, Asset and Inefficiency. His work in Real gross domestic product tackles topics such as Test which are related to areas like Forecast bias. His biological study spans a wide range of topics, including Financial market and Stock market.
Econometrics, Statistics, Financial market, Econometric model and Volatility are his primary areas of study. The Forecast error research Philip Hans Franses does as part of his general Econometrics study is frequently linked to other disciplines of science, such as Frequency data, therefore creating a link between diverse domains of science. His work on Spurious relationship as part of general Statistics study is frequently linked to Panel design, Panel survey and Pre whitening, bridging the gap between disciplines.
Philip Hans Franses interconnects Benchmarking, Statistical model, Data set and Consensus forecast in the investigation of issues within Econometric model. His Volatility study integrates concerns from other disciplines, such as Early warning system and Financial crisis. His Early warning system research focuses on subjects like Financial economics, which are linked to Liberian dollar, Spillover effect and Series.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
Non-Linear Time Series Models in Empirical Finance
Philip Hans Franses;Dick van Dijk.
(2000)
Non-Linear Time Series Models in Empirical Finance
Philip Hans Franses;Dick van Dijk.
(2000)
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
Dick van Dijk;Timo Teräsvirta;Philip Hans Franses.
Econometric Reviews (2002)
The effect of relational constructs on customer referrals and number of services purchased from a multiservice provider: Does age of relationship matter
Peter C. Verhoef;Philip Hans Franses;Janny C. Hoekstra.
Journal of the Academy of Marketing Science (2002)
Econometric Methods with Applications in Business and Economics
Christiaan Heij;Paul de Boer;Philip Hans Franses;Teun Kloek.
Research Papers in Economics (2004)
Time Series Models for Business and Economic Forecasting
Philip Hans Franses;Dick van Dijk;Anne Opschoor.
(1998)
Forecasting stock market volatility using (non-linear) Garch models
Philip Hans Franses;Dick Van Dijk.
Journal of Forecasting (1996)
The impact of satisfaction and payment equity on cross-buying: A dynamic model for a multi-service provider
Peter C. Verhoef;Philip Hans Franses;Janny C. Hoekstra.
Journal of Retailing (2001)
The impact of brand equity and the hedonic level of products on consumer stock-out reactions
Laurens M. Sloot;Peter C. Verhoef;Philip Hans Franses.
Journal of Retailing (2005)
Quantitative Models in Marketing Research
Philip Hans Franses;Richard Paap.
(2010)
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