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H. K. van Dijk

SSRN Author Rank: 9,304 by Downloads and 7,460 by Citations

 professor
 

Econometric Institute


 P.O. Box 1738
 3000 DR Rotterdam
 Netherlands
 +31 10 4088955 (Phone)
 +31 10 4527746 (Fax)
 email address
 Professor
 

Tinbergen Institute


 Gustav Mahlerplein 117
 Burg. Oudlaan 50
 Amsterdam/Rotterdam, 1082 MS
 Netherlands
 +31104088955 (Phone)
 +31104089031 (Fax)
 HOME PAGE: http://people.few.eur.nl/hkvandijk/
 email address

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. H. K. van Dijk's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,593
Total
Citations
62
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Grassi, Stefano
University of Aarhus - CREATES
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
27 Apr 13
Last Revised:
04 May 15
402
(51,818)
 

2.  
Robust Optimization of the Equity Momentum Strategy | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. 09-011/4
Number of Pages in PDF File: 17
van Oord, Arco
De Nederlandsche Bank
Martens, Martin
Erasmus University Rotterdam (EUR)
van Dijk, H. K.
Tinbergen Institute
Posted:
14 Feb 09
348
(60,095)
 

3.  
Ravazzolo, Francesco
Norges Bank
Verbeek, Marno
Erasmus University - Rotterdam School of Management
van Dijk, H. K.
Tinbergen Institute
Posted:
11 Sep 07
258
(84,676)
4

4.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
03 Oct 08
215
(97,605)
9

5.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Oest, R.D. van
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
25 Jun 07
184
(118,137)
5

6.  
De Pooter, Michiel
Board of Governors of the Federal Reserve System
Segers, Rene
Erasmus University Rotterdam (EUR)
van Dijk, H. K.
Tinbergen Institute
Posted:
10 Sep 06
161
(134,595)
2

7.  
Gatarek, Lukasz T.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
26 Mar 14
Last Revised:
29 Oct 14
141
(123,695)
 

8.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Kleijn, Richard
affiliation not provided to SSRN
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
17 Jul 09
131
(159,660)
6

9.  
Ardia, David
Laval University - Département de Finance et Assurance
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
23 Jun 08
Last Revised:
14 Dec 15
 

10.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
08 Nov 12
108
(163,599)
2

11.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Sep 13
Last Revised:
07 Nov 14
101
(194,530)
 

12.   Incl. Electronic Paper
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Grassi, Stefano
University of Kent, Canterbury
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
21 Jul 15
Last Revised:
11 Mar 16
88
(213,050)
 

13.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
20 Sep 11
88
(204,201)
1

14.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
24 May 11
87
(201,478)
 

15.  
Gatarek, Lukasz T.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Hooning, Koen
Delft University of Technology
van Dijk, H. K.
Tinbergen Institute
Posted:
17 Apr 13
Last Revised:
10 Mar 14
81
(217,704)
 

16.  
To Bridge, to Warp or to Wrap? A Comperative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood | Show Abstract | Download This Paper | Open PDF in Browser |
Computational Statistics & Data Analysis, Vol. 56, No. 11, pp. 3398-3414, 2012, TI Discussion Paper No. 09-017/4
Number of Pages in PDF File: 44
Ardia, David
Laval University - Département de Finance et Assurance
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
26 Feb 09
Last Revised:
13 May 15
81
(219,334)
1

17.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
22 Aug 11
Last Revised:
07 May 13
78
(229,323)
 

18.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Jan 11
67
(247,842)
1

19.  
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 16/WP/2012
Number of Pages in PDF File: 40
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
28 Jul 12
Last Revised:
03 Oct 12
62
(256,002)
 

20.  
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Opschoor, Anne
Vrije Universiteit Amsterdam
van Dijk, H. K.
Tinbergen Institute
Posted:
22 Sep 12
60
(238,362)
 

21.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Opschoor, Anne
Vrije Universiteit Amsterdam
van Dijk, H. K.
Tinbergen Institute
Posted:
10 Jan 11
56
(271,330)
3

22.  
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Cakmakli, Cem
affiliation not provided to SSRN
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
06 Dec 13
51
(278,365)
 

23.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Opschoor, Anne
Vrije Universiteit Amsterdam
van Dijk, H. K.
Tinbergen Institute
Posted:
25 Mar 12
50
(280,821)
2

24.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
kaashoek, Johan F.
Erasmus University Rotterdam (EUR)
van Dijk, H. K.
Tinbergen Institute
Posted:
27 Jan 06
50
(285,673)
15

25.  
Possibly Ill-Behaved Posteriors in Econometric Models | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. 08-036/4
Number of Pages in PDF File: 44
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
08 Apr 08
47
(293,357)
4

26.  
AdMit: Adaptive Mixtures of Student-t Distributions | Show Abstract | Download This Paper | Open PDF in Browser |
The R Journal, Vol. 1, No. 1, pp. 25-30, May 2009
Number of Pages in PDF File: 6
Ardia, David
Laval University - Département de Finance et Assurance
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
16 Jun 10
Last Revised:
08 Apr 11
45
(290,796)
3

27.  
Zellner, Arnold
University of Chicago, Booth School of Business (Deceased)
Ando, Tomohiro
Melbourne Business School
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
27 Sep 12
44
(273,585)
2

28.  
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
19 Oct 08
42
(306,980)
1

29.  
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Cakmakli, Cem
Koc University
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Jul 14
41
(290,796)
 

30.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Dec 11
35
(328,084)
 

31.  
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Cakmakli, Cem
affiliation not provided to SSRN
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
11 Jan 13
29
(344,953)
 

32.  
Divergent Priors and Well Behaved Bayes Factors | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 11-006/4
Number of Pages in PDF File: 42
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
15 Jan 11
21
(378,284)
1

33.  
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
13 Feb 12
19
(392,505)
 

34.   Incl. Electronic Paper
Aastveit, Knut Are
Norges Bank
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
12 Dec 14
Last Revised:
04 May 15
18
(402,096)
 

35.  
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
03 Sep 14
18
(373,640)
 

36.  
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
31 May 10
18
(397,366)
 

37.  
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Grassi, Stefano
University of Kent, Canterbury
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Opschoor, Anne
Vrije Universiteit Amsterdam
van Dijk, H. K.
Tinbergen Institute
Posted:
31 Mar 15
17
(337,905)
 

38.  
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Cakmakli, Cem
affiliation not provided to SSRN
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
18 Jul 13
Last Revised:
03 Apr 14
15
(387,675)
 

39.   Incl. Electronic Paper
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
21 Mar 12
Last Revised:
24 Jan 13
14
(421,584)
 

40.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
15 Sep 15
Last Revised:
23 Sep 15
1
(382,969)
 

41.  
Basturk, Nalan
Maastricht University - Department of Quantitative Economics
Grassi, Stefano
University of Kent, Canterbury
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
25 Jan 16
0
(450,813)
 

42.  
Bauwens, Luc
SKEMA Business School
Bos, Charles S.
VU University Amsterdam
van Dijk, H. K.
Tinbergen Institute
Oest, R.D. van
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
14 Apr 05
 

43.  
Koop, Gary
University of Leicester - Department of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
25 Feb 98
 


Records 1 - 43 of 43 matches
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