| Year |
Citation |
Score |
| 2020 |
Opschoor A, Lucas A, Barra I, Dijk Dv. Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings Journal of Business & Economic Statistics. 2019: 1-14. DOI: 10.1080/07350015.2020.1763806 |
0.325 |
|
| 2019 |
Dijk Dv, Franses PH. Combining expert-adjusted forecasts Journal of Forecasting. 38: 415-421. DOI: 10.1002/For.2570 |
0.58 |
|
| 2018 |
Opschoor A, Janus P, Lucas A, Dijk DV. New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business & Economic Statistics. 36: 643-657. DOI: 10.1080/07350015.2016.1245622 |
0.392 |
|
| 2017 |
Kole E, Dijk Dv. How to Identify and Forecast Bull and Bear Markets Journal of Applied Econometrics. 32: 120-139. DOI: 10.1002/Jae.2511 |
0.397 |
|
| 2014 |
Diks C, Panchenko V, Sokolinskiy O, Dijk Dv. Comparing the accuracy of multivariate density forecasts in selected regions of the copula support Journal of Economic Dynamics and Control. 48: 79-94. DOI: 10.1016/J.Jedc.2014.08.021 |
0.367 |
|
| 2013 |
Exterkate P, Dijk DV, Heij C, Groenen PJF. Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model Journal of Forecasting. 32: 193-214. DOI: 10.1002/For.1258 |
0.365 |
|
| 2012 |
Baştürk N, Paap R, Dijk Dv. Structural differences in economic growth: an endogenous clustering approach Applied Economics. 44: 119-134. DOI: 10.1080/00036846.2010.500274 |
0.316 |
|
| 2011 |
Heij C, Dijk Dv, Groenen PJF. Forecasting with Leading Indicators by means of the Principal Covariate Index Oecd Journal: Journal of Business Cycle Measurement and Analysis. 2011: 73-92. DOI: 10.1787/Jbcma-2011-5Kgdwlpzs79V |
0.37 |
|
| 2011 |
Schauten MBJ, Dijk Dv, Waal JPvd. Corporate Governance and the Value of Excess Cash Holdings of Large European Firms European Financial Management. 19: 991-1016. DOI: 10.1111/J.1468-036X.2011.00615.X |
0.305 |
|
| 2011 |
Dijk Dv, Munandar H, Hafner CM. The Euro Introduction and Non-Euro Currencies Applied Financial Economics. 21: 95-116. DOI: 10.1080/09603107.2011.523197 |
0.389 |
|
| 2011 |
Dijk Bv, Franses PH, Paap R, Dijk Dv. Modeling regional house prices Applied Economics. 43: 2097-2110. DOI: 10.1080/00036840903085089 |
0.592 |
|
| 2011 |
Heij C, Dijk Dv, Groenen PJF. Real-time macroeconomic forecasting with leading indicators: An empirical comparison International Journal of Forecasting. 27: 466-481. DOI: 10.1016/J.Ijforecast.2010.04.008 |
0.437 |
|
| 2010 |
Boswijk HP, Franses PH, Dijk Dv. Cointegration in a historical perspective Journal of Econometrics. 158: 156-159. DOI: 10.1016/J.Jeconom.2010.03.025 |
0.561 |
|
| 2010 |
Boswijk HP, Franses PH, Dijk Dv. Twenty years of cointegration Journal of Econometrics. 158: 1-2. DOI: 10.1016/J.Jeconom.2010.03.001 |
0.454 |
|
| 2010 |
Chuliá H, Martens M, Dijk Dv. Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations Journal of Banking and Finance. 34: 834-839. DOI: 10.1016/J.Jbankfin.2009.09.012 |
0.325 |
|
| 2009 |
Watkins K, Spronk J, Dijk DV. Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective International Journal of Corporate Governance. 1: 382-399. DOI: 10.1504/Ijcg.2009.032726 |
0.387 |
|
| 2009 |
Paap R, Segers R, Dijk Dv. Do Leading Indicators Lead Peaks More Than Troughs Journal of Business & Economic Statistics. 27: 528-543. DOI: 10.1198/Jbes.2009.07061 |
0.408 |
|
| 2009 |
Zwart Gd, Markwat T, Swinkels L, Dijk Dv. The economic value of fundamental and technical information in emerging currency markets Journal of International Money and Finance. 28: 581-604. DOI: 10.1016/J.Jimonfin.2009.01.004 |
0.367 |
|
| 2009 |
Markwat T, Kole E, Dijk Dv. Contagion as a domino effect in global stock markets Journal of Banking and Finance. 33: 1996-2012. DOI: 10.1016/J.Jbankfin.2009.05.008 |
0.418 |
|
| 2009 |
Martens M, Dijk Dv, Pooter Md. Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements International Journal of Forecasting. 25: 282-303. DOI: 10.1016/J.Ijforecast.2009.01.010 |
0.365 |
|
| 2009 |
Clements MP, Milas C, Dijk Dv. Forecasting returns and risk in financial markets using linear and nonlinear models International Journal of Forecasting. 25: 215-217. DOI: 10.1016/J.Ijforecast.2009.01.003 |
0.385 |
|
| 2008 |
Heij C, Dijk Dv, Groenen PJF. Macroeconomic forecasting with matched principal components International Journal of Forecasting. 24: 87-100. DOI: 10.1016/J.Ijforecast.2007.08.005 |
0.404 |
|
| 2007 |
Martens M, Dijk Dv. Measuring volatility with the realized range Journal of Econometrics. 138: 181-207. DOI: 10.1016/J.Jeconom.2006.05.019 |
0.3 |
|
| 2007 |
Giordani P, Kohn R, Dijk Dv. A unified approach to nonlinearity, structural change, and outliers Journal of Econometrics. 137: 112-133. DOI: 10.1016/J.Jeconom.2006.03.013 |
0.465 |
|
| 2007 |
Heij C, Groenen PJF, Dijk Dv. Forecast comparison of principal component regression and principal covariate regression Computational Statistics & Data Analysis. 51: 3612-3625. DOI: 10.1016/J.Csda.2006.10.019 |
0.419 |
|
| 2007 |
Dijk Dv, Franses PH, Boswijk HP. Absorption of shocks in nonlinear autoregressive models Computational Statistics & Data Analysis. 51: 4206-4226. DOI: 10.1016/J.Csda.2006.04.033 |
0.595 |
|
| 2006 |
Franses PH, Dijk Dv. A Simple Test for PPP Among Traded Goods Applied Financial Economics. 16: 19-27. DOI: 10.1080/09603100500390711 |
0.576 |
|
| 2006 |
Harvey DI, Dijk Dv. Sample size, lag order and critical values of seasonal unit root tests Computational Statistics & Data Analysis. 50: 2734-2751. DOI: 10.1016/J.Csda.2005.04.011 |
0.312 |
|
| 2005 |
Paap R, Franses PH, Dijk Dv. Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method Journal of Development Economics. 77: 553-570. DOI: 10.1016/J.Jdeveco.2004.05.001 |
0.502 |
|
| 2005 |
Fok D, Dijk Dv, Franses PH. Forecasting aggregates using panels of nonlinear time series International Journal of Forecasting. 21: 785-794. DOI: 10.1016/J.Ijforecast.2005.04.015 |
0.736 |
|
| 2005 |
Teräsvirta T, Dijk Dv, Medeiros MC. Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination International Journal of Forecasting. 21: 755-774. DOI: 10.1016/J.Ijforecast.2005.04.010 |
0.489 |
|
| 2005 |
Franses PH, Dijk Dv. The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production International Journal of Forecasting. 21: 87-102. DOI: 10.1016/J.Ijforecast.2004.05.005 |
0.645 |
|
| 2005 |
Hart Jvd, Zwart Gd, Dijk Dv. The success of stock selection strategies in emerging markets: Is it risk or behavioral bias? Emerging Markets Review. 6: 238-262. DOI: 10.1016/J.Ememar.2005.05.002 |
0.33 |
|
| 2005 |
Dijk Dv, Dijk HKv, Franses PH. On The Dynamics Of Business Cycle Analysis: Editors' Introduction Journal of Applied Econometrics. 20: 147-150. DOI: 10.1002/Jae.844 |
0.531 |
|
| 2005 |
Fok D, Dijk Dv, Franses PH. A multi‐level panel STAR model for US manufacturing sectors Journal of Applied Econometrics. 20: 811-827. DOI: 10.1002/Jae.822 |
0.746 |
|
| 2004 |
Sensier M, Dijk Dv. Testing for Volatility Changes in U.S. Macroeconomic Time Series The Review of Economics and Statistics. 86: 833-839. DOI: 10.1162/0034653041811752 |
0.391 |
|
| 2004 |
Franses PH, Dijk Dv, Lucas A. Short patches of outliers, ARCH and volatility modeling Applied Financial Economics. 14: 221-231. DOI: 10.1080/0960310042000201174 |
0.579 |
|
| 2003 |
Lundbergh S, Teräsvirta T, Dijk Dv. Time-Varying Smooth Transition Autoregressive Models Journal of Business & Economic Statistics. 21: 104-121. DOI: 10.1198/073500102288618810 |
0.469 |
|
| 2003 |
Dijk DV, Strikholm B, Teräsvirta T. The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series Econometrics Journal. 6: 79-98. DOI: 10.1111/1368-423X.00103 |
0.345 |
|
| 2003 |
Dijk Dv, Franses PH. Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy Oxford Bulletin of Economics and Statistics. 65: 727-744. DOI: 10.1046/J.0305-9049.2003.00091.X |
0.653 |
|
| 2003 |
Dijk Dv. Forecasting emerging equity market volatility using nonlinear GARCH models Ifac Proceedings Volumes. 36: 221-226. DOI: 10.1016/S1474-6670(17)34766-3 |
0.517 |
|
| 2003 |
Hart Jvd, Slagter E, Dijk Dv. Stock Selection Strategies in Emerging Markets Journal of Empirical Finance. 10: 105-132. DOI: 10.1016/S0927-5398(02)00022-1 |
0.347 |
|
| 2003 |
Clements MP, Franses PH, Smith J, Dijk Dv. On SETAR non- linearity and forecasting Journal of Forecasting. 22: 359-375. DOI: 10.1002/For.863 |
0.631 |
|
| 2002 |
Dijk Dv, Teräsvirta T, Franses PH. Smooth Transition Autoregressive Models — A Survey Of Recent Developments Econometric Reviews. 21: 1-47. DOI: 10.1081/Etc-120008723 |
0.622 |
|
| 2002 |
Dijk Dv, Franses PH, Paap R. A nonlinear long memory model, with an application to US unemployment ☆ Journal of Econometrics. 110: 135-165. DOI: 10.1016/S0304-4076(02)00090-8 |
0.597 |
|
| 2001 |
Rothman P, Dijk Dv, Hans P. Multivariate Star Analysis Of Money–Output Relationship Macroeconomic Dynamics. 5: 506-532. DOI: 10.1017/S1365100501023045 |
0.439 |
|
| 2001 |
Franses PH, Neele J, Dijk Dv. Modeling asymmetric volatility in weekly Dutch temperature data Environmental Modelling and Software. 16: 131-137. DOI: 10.1016/S1364-8152(00)00076-1 |
0.564 |
|
| 2000 |
Taylor N, Dijk Dv, Franses PH, Lucas A. SETS, arbitrage activity, and stock price dynamics Journal of Banking and Finance. 24: 1289-1306. DOI: 10.1016/S0378-4266(99)00073-4 |
0.542 |
|
| 1999 |
Dijk DV, Franses PH, Lucas A. Testing for Smooth Transition Nonlinearity in the Presence of Outliers Journal of Business & Economic Statistics. 17: 217-235. DOI: 10.2307/1392477 |
0.607 |
|
| 1999 |
Dijk Dv, Franses PH. Modeling Multiple Regimes in the Business Cycle Macroeconomic Dynamics. 3: 311-340. DOI: 10.1017/S136510059901202X |
0.582 |
|
| 1999 |
Dijk DV, Franses PH, Lucas A. Testing for ARCH in the Presence of Additive Outliers Journal of Applied Econometrics. 14: 539-562. DOI: 10.1002/(Sici)1099-1255(199909/10)14:5<539::Aid-Jae526>3.0.Co;2-W |
0.514 |
|
| 1998 |
Eisinga R, Franses PH, Dijk Dv. Timing of Vote Decision in First and Second Order Dutch Elections 1978–1995: Evidence from Artificial Neural Networks Political Analysis. 7: 117-142. DOI: 10.1093/Pan/7.1.117 |
0.521 |
|
| 1996 |
Franses PH, Dijk DV. Forecasting stock market volatility using (non‐linear) Garch models Journal of Forecasting. 15: 229-235. DOI: 10.1002/(Sici)1099-131X(199604)15:3<229::Aid-For620>3.0.Co;2-3 |
0.611 |
|
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