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Dick J. C. van Dijk

SSRN Author Rank: 1,112 by Downloads and 2,708 by Citations

 

Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute


 P.O. Box 1738
 3000 DR Rotterdam
 Netherlands
 

ERIM


 P.O. Box 1738
 3000 DR Rotterdam
 Netherlands
 +31 10 408 1263 (Phone)
 +31 10 4089162 (Fax)
 HOME PAGE: http://people.few.eur.nl/djvandijk
 email address

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. Dick J. C. van Dijk's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,869
Total
Citations
202
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Comparison of Biased Simulation Schemes for Stochastic Volatility Models | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. 06-046/4
Number of Pages in PDF File: 30
Lord, Roger
Cardano Risk Management
Koekkoek, Remmert
Credit Suisse
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
19 May 06
Last Revised:
20 Mar 08
2,002
(4,268)
44

2.  
How to Identify and Forecast Bull and Bear Markets? | Show Abstract | Download This Paper | Open PDF in Browser |
Paris December 2010 Finance Meeting EUROFIDAI - AFFI, ERIM Report Series Reference No. ERS-2013-016-F&A
Number of Pages in PDF File: 77
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
22 Oct 10
1,058
(11,643)
1

3.  
High-Frequency Technical Trading: The Importance of Speed | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 12-018/4
Number of Pages in PDF File: 63
Scholtus, Martin L.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
02 Mar 12
1,031
(13,039)
 

4.  
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-096-F&A, EFA 2008 Athens Meetings Paper
Number of Pages in PDF File: 45
Markwat, Thijs D.
Robeco Asset Management
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Swinkels, Laurentius (Laurens) Adrianus Petrus
Erasmus University Rotterdam (EUR)
de Zwart, Gerben J.
APG Asset Management
Posted:
29 Jan 08
Last Revised:
19 Oct 10
1,005
(14,346)
8

5.   Incl. Electronic Paper
Fidrmuc, Jana P.
Warwick Business School - Finance Group
Roosenboom, Peter
Rotterdam School of Management, Erasmus University
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
04 Mar 07
Last Revised:
11 Mar 14
860
(18,661)
2

6.  
Martens, Martin
Erasmus University Rotterdam (EUR)
De Pooter, Michiel
Board of Governors of the Federal Reserve System
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
24 Jun 04
834
(18,520)
16

7.  
Cakmakli, Cem
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
25 Nov 10
769
(19,797)
1

8.  
van der Hart, Jaap
ROBECO Group - Emerging Markets Team
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
de Zwart, Gerben J.
APG Asset Management
Posted:
20 Sep 05
752
(21,523)
5

9.  
De Pooter, Michiel
Board of Governors of the Federal Reserve System
Ravazzolo, Francesco
Norges Bank
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
04 Mar 07
Last Revised:
04 May 10
719
(22,682)
5

10.   Incl. Electronic Paper
Schauten, Marc
VU vrije universiteit Amsterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Waal, Jan-Paul van der
Erasmus University Rotterdam (EUR)
Posted:
04 Jun 08
Last Revised:
11 Oct 13
524
(37,206)
2

11.  
De Pooter, Michiel
Board of Governors of the Federal Reserve System
Martens, Martin
Erasmus University Rotterdam (EUR)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
02 Nov 05
451
(43,737)
18

12.  
Chuliá, Helena
University of Barcelona - Faculty of Economic Science and Business Studies
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Martens, Martin
Erasmus University Rotterdam (EUR)
Posted:
27 Nov 07
436
(46,929)
5

13.  
A Recommitment Strategy for Long Term Private Equity Fund Investors | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-097-F&A
Number of Pages in PDF File: 46
Frieser, Brian I.
ROBECO Group - Robeco Alternative Investments - Private Equity
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
de Zwart, Gerben J.
APG Asset Management
Posted:
29 Jan 08
390
(53,249)
2

14.  
Scholtus, Martin L.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Frijns, Bart
Auckland University of Technology - Faculty of Business & Law
Posted:
14 Nov 12
349
(57,788)
 

15.  
Corporate Governance and the Cost of Debt of Large European Firms | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2010-025-F&A
Number of Pages in PDF File: 49
Schauten, Marc
VU vrije universiteit Amsterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
07 Jun 10
310
(67,302)
 

16.  
Optimal Portfolios with Minimum Capital Requirements | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 36, No. 7, 2012
Number of Pages in PDF File: 55
A. P. Santos, Andre
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Nogales, Francisco J.
Universidad Carlos III de Madrid - Department of Statistics
Ruiz, Esther
Universidad Carlos III de Madrid - Department of Statistics and Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
04 May 10
Last Revised:
17 Jul 12
276
(78,806)
2

17.  
de Zwart, Gerben J.
APG Asset Management
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
09 Apr 08
260
(79,442)
 

18.  
Ravazzolo, Francesco
Norges Bank
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
Posted:
01 Apr 07
257
(82,634)
11

19.  
Order Flow and Volatility: An Empirical Investigation | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Vol. 28, 2014, Tinbergen Institute Discussion Paper No. 2011-077/4
Number of Pages in PDF File: 40
Opschoor, Anne
Vrije Universiteit Amsterdam
Taylor, Nicholas
University of Bristol - School of Economics, Finance and Management
van der Wel, Michel
Erasmus University Rotterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
23 May 11
Last Revised:
05 Aug 14
250
(82,292)
 

20.  
Time Variation in Asset Return Dependence: Strength or Structure? | Show Abstract | Download This Paper | Open PDF in Browser |
22nd Australasian Finance and Banking Conference 2009, ERIM Report Series Reference No. ERS-2009-052-F&A
Number of Pages in PDF File: 64
Markwat, Thijs D.
Robeco Asset Management
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
25 Aug 09
Last Revised:
25 Nov 13
250
(88,678)
2

21.  
Forecasting Interest Rates with Shifting Endpoints | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Applied Econometrics, 29, p693-712, Tinbergen Institute Discussion Paper 12-076/4
Number of Pages in PDF File: 78
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Koopman, Siem Jan
VU University Amsterdam
van der Wel, Michel
Erasmus University Rotterdam
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Posted:
27 Jul 12
Last Revised:
05 Aug 14
202
(91,340)
 

22.  
Semi-Parametric Modelling of Correlation Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Econometric Institute Report No. EI 2005-26
Number of Pages in PDF File: 47
Hafner, Christian M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
Posted:
27 Sep 05
202
(107,766)
6

23.  
Intraday Price Discovery in Fragmented Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper TI 14-027/III
Number of Pages in PDF File: 56
Ozturk, Sait R.
Erasmus University Rotterdam (EUR)
van der Wel, Michel
Erasmus University Rotterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
27 Feb 14
Last Revised:
24 Nov 15
188
(99,771)
 

24.  
Contagion as Domino Effect in Global Stock Markets | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2008-071-F&A
Number of Pages in PDF File: 50
Markwat, Thijs D.
Robeco Asset Management
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
21 Nov 08
185
(119,303)
9

25.  
van der Wel, Michel
Erasmus University Rotterdam
Ozturk, Sait R.
Erasmus University Rotterdam (EUR)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
01 Feb 15
Last Revised:
09 Jun 15
182
(93,763)
 

26.   Incl. Electronic Paper
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Lumsdaine, Robin L.
American University - Department of Finance and Real Estate
van der Wel, Michel
Erasmus University Rotterdam
Posted:
17 Dec 13
Last Revised:
28 May 16
182
(121,101)
 

27.  
Predicting Volatility and Correlations with Financial Conditions Indexes | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 13-113/III
Number of Pages in PDF File: 26
Opschoor, Anne
Vrije Universiteit Amsterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
van der Wel, Michel
Erasmus University Rotterdam
Posted:
10 Aug 13
Last Revised:
05 Aug 14
168
(118,703)
 

28.  
Term Structure Forecasting Using Macro Factors and Forecast Combination | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 993, Norges Bank Working Paper 2010/01
Number of Pages in PDF File: 54
De Pooter, Michiel
Board of Governors of the Federal Reserve System
Ravazzolo, Francesco
Norges Bank
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
07 Apr 10
166
(121,724)
2

29.  
Exterkate, Peter
University of Sydney - School of Economics
Groenen, Patrick J. F.
Erasmus University Rotterdam (EUR)
Heij, Christiaan
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
12 Jan 11
157
(131,734)
1

30.  
Bannouh, Karim
Erasmus University Rotterdam (EUR) - Department of Econometrics
Martens, Martin
Erasmus University Rotterdam (EUR)
Oomen, Roel C. A.
Deutsche Bank AG
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
24 Oct 12
153
(120,525)
4

31.  
Out-of-Sample Comparison of Copula Specifications in Multivariate Density Forecasts | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Vol. 34, No. 9, 2010, UNSW Australian School of Business Research Paper No. 2008 ECON 23, Tinbergen Institute Discussion Paper No. 08-105/4
Number of Pages in PDF File: 27
Diks, Cees G. H.
University of Amsterdam - Faculty of Economics and Business (FEB)
Panchenko, Valentyn
UNSW Business School, Economics, University of New South Wales
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
04 Nov 08
Last Revised:
20 Jun 11
147
(144,543)
5

32.  
Combining Density Forecasts Using Censored Likelihood Scoring Rules | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 14-090/III
Number of Pages in PDF File: 46
Opschoor, Anne
Vrije Universiteit Amsterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
van der Wel, Michel
Erasmus University Rotterdam
Posted:
22 Jul 14
Last Revised:
04 Jun 15
135
(114,800)
 

33.  
Bouwman, Kees E.
Cardano Risk Management
Raviv, Eran
APG Asset Management
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
14 Jul 11
Last Revised:
14 May 12
126
(160,624)
 

34.  
Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 13-068/III
Number of Pages in PDF File: 35
Raviv, Eran
APG Asset Management
Bouwman, Kees E.
Cardano Risk Management
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
18 May 13
122
(147,137)
1

35.  
van den Hauwe, Sjoerd
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Paap, Richard
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
10 Feb 11
122
(160,624)
 

36.  
Exterkate, Peter
University of Sydney - School of Economics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Heij, Christiaan
Erasmus University Rotterdam (EUR) - Department of Econometrics
Groenen, Patrick J. F.
Erasmus University Rotterdam (EUR)
Posted:
22 Mar 10
120
(165,541)
2

37.  
The Euro Introduction and Non-Euro Currencies | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. TI 2005-044/4
Number of Pages in PDF File: 35
Munandar, Haris
Erasmus University Rotterdam (EUR) - Department of Economics
Hafner, Christian M.
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
20 May 05
119
(171,735)
3

38.  
Macroeconomic Crisis and Individual Performance: The Mexican Experience | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Working Paper No. TI 04-057/2
Number of Pages in PDF File: 42
Watkins, Karen
UPAEP
Spronk, J.
Erasmus Research Institute of Management (ERIM)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
03 Jun 04
119
(171,735)
 

39.  
Karstanje, Dennis
Erasmus University Rotterdam
van der Wel, Michel
Erasmus University Rotterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
01 Feb 15
Last Revised:
24 Feb 15
114
(132,431)
 

40.  
Structural Differences in Economic Growth | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. 2008-085/4
Number of Pages in PDF File: 40
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Paap, Richard
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
19 Sep 08
111
(176,183)
2

41.  
Ravazzolo, Francesco
Norges Bank
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
11 Sep 07
101
(191,898)
 

42.  
Cakmakli, Cem
Erasmus University Rotterdam (EUR) - Department of Econometrics
Paap, Richard
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
09 Jan 11
Last Revised:
16 Jan 11
100
(189,362)
2

43.  
Musso, Alberto
European Central Bank (ECB)
Stracca, Livio
European Central Bank (ECB)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
26 Sep 07
99
(176,183)
6

44.  
Giordani, Paolo
Sveriges Riksbank - Research Division
Kohn, Robert
University of New South Wales - School of Economics and School of Banking and Finance
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
24 Jan 06
98
(195,857)
9

45.  
Bannouh, Karim
Erasmus University Rotterdam (EUR) - Department of Econometrics
Martens, Martin
Erasmus University Rotterdam (EUR)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
26 Oct 12
80
(205,600)
 

46.  
Diks, Cees G. H.
University of Amsterdam - Faculty of Economics and Business (FEB)
Panchenko, V.
University of Amsterdam - Center for Nonlinear Dynamics in Economics and Finance
Sokolinskiy, Oleg
Rutgers Business School - Newark and New Brunswick
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
23 Apr 13
67
(238,316)
 

47.  
Raviv, Eran
APG Asset Management
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
16 Feb 15
53
(189,362)
 

48.  
Measuring and Predicting Heterogeneous Recessions | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. 2011-154/4
Number of Pages in PDF File: 59
Cakmakli, Cem
affiliation not provided to SSRN
Paap, Richard
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
03 Nov 11
46
(288,148)
 

49.  
Why Do the Pit Hours Outlive the Pit? | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 15-082/III
Number of Pages in PDF File: 49
Ozturk, Sait R.
Erasmus University Rotterdam (EUR)
van der Wel, Michel
Erasmus University Rotterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
07 Jul 15
Last Revised:
21 May 16
35
(278,320)
 

50.  
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? | Show Abstract | Add to Cart |
Oxford Bulletin of Economics & Statistics, Vol. 64, pp. 381-397, 2002
Number of Pages in PDF File: 17
Taylor, A. M. Robert
University of Birmingham - Department of Economics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
12 May 03
23
(378,236)
4

51.  
Strikholm, Birgit
Bank of Estonia
Teräsvirta, Timo
Stockholm School of Economics - Department of Economics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
25 Sep 03
16
(411,671)
9

52.  
Are Statistical Reporting Agencies Getting it Right? Data Rationality and Business Cycle Asymmetry | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business and Economic Statistics, Vol. 24, pp. 24-42, 2006
Number of Pages in PDF File: 38
Swanson, Norman R.
Rutgers University - Department of Economics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
16 Jul 13
8
(441,166)
14

53.  
Market Set-Up in Advance of Federal Reserve Policy Decisions | Show Abstract | Add to Cart |
NBER Working Paper No. w19814
Number of Pages in PDF File: 49
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Lumsdaine, Robin L.
American University - Department of Finance and Real Estate
van der Wel, Michel
Erasmus University Rotterdam
Posted:
18 Jan 14
6
(460,116)
 

54.  
Cakmakli, Cem
Koc University - Department of Economics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
13 Apr 16
0
(106,283)
1

55.  
Forecasting Value-at-Risk Under Temporal and Portfolio Aggregation | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 15-140/III
Number of Pages in PDF File: 79
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Markwat, Thijs D.
Robeco Asset Management
Opschoor, Anne
Vrije Universiteit Amsterdam
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
06 Jan 16
Last Revised:
07 Jan 16
0
(207,053)
 

56.  
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 3, pp. 360-388, 2014
Number of Pages in PDF File: 29
Bataa, Erdenebat
National University of Mongolia - Department of Economics
Osborn, Denise R.
University of Manchester - School of Social Sciences
Sensier, Marianne
University of Manchester
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
24 Apr 14
0
(501,506)
1

57.  
de Zwart, Gerben J.
APG Asset Management
Frieser, Brian I.
ROBECO Group - Robeco Alternative Investments - Private Equity
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
26 May 12
 

58.  
van den Hauwe, Sjoerd
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Paap, Richard
Erasmus University Rotterdam (EUR) - Department of Econometrics
Posted:
15 Jul 11
 

59.  
Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range | Show Abstract |
Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 341-372, 2009
Bannouh, Karim
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Martens, Martin
Erasmus University Rotterdam
Posted:
09 Oct 09
 

60.  
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
14 Jan 98
 

61.  
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
22 Jul 97
 

62.  
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
08 May 97
 


Records 1 - 62 of 62 matches
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