Dick van Dijk
机构: Professor of Financial Econometrics, Erasmus University Rotterdam
主页: eur.nl
每年引用次数
引用次数
引用: 14,415
H-指数: 53
I10-指数 : 119
出版物: 264
De taal van oplossingen: een empirisch begrippenkader voor oplossingsgerichte interactie
D.J. van Dijk
9789461919540
2013
Corporate governance interactions and the cost of debt of large European firms
M.B.J. Schauten , D.J.C. van Dijk
Medium Econometrische Toepassingen 18 ( 4) 20 -29
2012
Panel Smooth Transition Regression Models
T. Teräsvirta , Yukai Yang , A. Gonzalez , D. van Dijk
Research Papers in Economics
865
2017
Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range*
K. Bannouh , D. van Dijk , M. Martens
Journal of Financial Econometrics 7 ( 4) 341 -372
54
2009
Combining density forecasts using focused scoring rules
Anne Opschoor , Dick van Dijk , Michel van der Wel
Journal of Applied Econometrics 32 ( 7) 1298 -1313
22
2017
Evaluating real-time forecasts in real-time
VD Dick , P Franses
Econometric Institute Report EI2007 33 1 -25
2
2007
Heterogeneity in Manufacturing Growth Risk
Daan Opschoor , Dick JC van Dijk , Philip Hans Franses
Tinbergen Institute Discussion Paper 2021-036/III
2021
Evaluating Real-Time Forecasts in Real-Time
Francesco Ravazzolo , Philip Hans Franses , Dick JC van Dijk
Available at SSRN 1012571
2007
Testing for ARCH in the Presence of Additive Outliers
Philip Hans Franses , Andre Lucas , Dick JC van Dijk
Available at SSRN 15177
1996
Common factors in commodity futures curves
Dennis Karstanje , Michel Van Der Wel , Dick JC van Dijk
Available at SSRN 2558014
28
2017
Modeling and estimation of synchronization in multistate Markov-switching models
Cem Cakmakli , Richard Paap , Dick JC van Dijk
Available at SSRN 1735836
28
2011
Can tests for stochastic unit roots provide useful portmanteau tests for persistence?
AM Taylor , Dick JC van Dijk
Available at SSRN 334964
21
2002
Time Variation in Asset Return Dependence: Strength or Structure?
Thijs D Markwat , Erik Kole , Dick JC van Dijk
22nd Australasian Finance and Banking Conference
15
2009
How to Identify and Predict Bull and Bear Markets?
Erik Kole , Dick JC van Dijk
Econometrics institute, Erasmus University Rotterdam
14
2010
Robust observation-driven models using proximal-parameter updates
Rutger‐Jan Lange , Bram van Os , Dick JC van Dijk
Available at SSRN 4227958
6
2022
Corporate governance and the cost of debt of large European firms
Marc Schauten , Dick JC van Dijk
ERIM Report Series Reference No. ERS-2010-025-F&A
5
2010
Pooling Dynamic Conditional Correlation Models
Bram van Os , Dick JC van Dijk
Tinbergen Institute Discussion Paper 2021-083/IV
3
2021
Forecasting with many predictors: Allowing for non-linearity
Eran Raviv , Dick JC van Dijk
SSRN
3
2017
An arithmetic modeling framework for the term structure of electricity prices
Kees E Bouwman , Eran Raviv , Dick JC van Dijk
Available at SSRN 1885546
2
2012
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations
Helena Chuliá , Dick JC van Dijk , Martin Martens
ERIM Report Series Reference No. ERS-2007-066-F&A
2
2007