Dick van Dijk

Affiliations: 
1999 economics Erasmus University Rotterdam, Rotterdam, Netherlands 
Google:
"Dick Dijk"
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Opschoor A, Lucas A, Barra I, et al. (2020) Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings Journal of Business & Economic Statistics. 2019: 1-14
Dijk Dv, Franses PH. (2019) Combining expert-adjusted forecasts Journal of Forecasting. 38: 415-421
Opschoor A, Janus P, Lucas A, et al. (2018) New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business & Economic Statistics. 36: 643-657
Baştürk N, Paap R, Dijk Dv. (2012) Structural differences in economic growth: an endogenous clustering approach Applied Economics. 44: 119-134
Dijk Bv, Franses PH, Paap R, et al. (2011) Modeling regional house prices Applied Economics. 43: 2097-2110
Boswijk HP, Franses PH, Dijk Dv. (2010) Cointegration in a historical perspective Journal of Econometrics. 158: 156-159
Boswijk HP, Franses PH, Dijk Dv. (2010) Twenty years of cointegration Journal of Econometrics. 158: 1-2
Paap R, Segers R, Dijk Dv. (2009) Do Leading Indicators Lead Peaks More Than Troughs Journal of Business & Economic Statistics. 27: 528-543
Clements MP, Milas C, Dijk Dv. (2009) Forecasting returns and risk in financial markets using linear and nonlinear models International Journal of Forecasting. 25: 215-217
Dijk Dv, Franses PH, Boswijk HP. (2007) Absorption of shocks in nonlinear autoregressive models Computational Statistics & Data Analysis. 51: 4206-4226
See more...