Dick van Dijk
Erasmus Universiteit Rotterdam
H-index: 53
Europe-Netherlands
Top articles of Dick van Dijk
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Spillovers in sovereign debt markets in the Eurozone | Arthur van Roest DJC van Dijk T van der Zwan | 2024/2/29 | |
Private-equityfondsen en publiek-naar-privaat transacties | D Van Dijk J Fidrmuc PGJ Roosenboom | 2024/2/6 | |
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS | Jeremy Piger Heather Anderson Robert A Becker Hilde C Bjørnland Francesco Ravazzolo | 2024 | |
Accelerating peak dating in a dynamic factor Markov-switching model | International Journal of Forecasting | Bram van Os Dick van Dijk | 2024/1/1 |
Does economic uncertainty predict real activity in real-time? | Bart Keijsers Dick JC van Dijk | 2023/3/1 | |
Supplementary Material for “Localizing Strictly Proper Scoring Rules” | Ramon FA de Punder Cees GH Diks Roger JA Laeven Dick JC van Dijk | 2023/12/24 | |
Localizing strictly proper scoring rules | Ramon de Punder Cees GH Diks Roger JA Laeven Dick van Dijk | 2023 | |
Moments, shocks and spillovers in Markov-switching VAR models | Journal of Econometrics | Erik Kole Dick van Dijk | 2023/10/1 |
Backtesting value-at-risk and expected shortfall in the presence of estimation error | Journal of Financial Econometrics | Sander Barendse Erik Kole Dick van Dijk | 2023/1/1 |
On the performance of different forecast combination approaches: How well do technical indicators truly predict commodity prices? | Virgjil Karaja Dick Van Dijk Terri van der Zwan | 2023/6/30 | |
Explaining the (cross-sectional) variation in expected cryptocurrency returns through various characteristics | MH Riemers PHBF Franses DJC van Dijk | 2023/5/23 | |
Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models | Available at SSRN 4408065 | Daan Opschoor Dick JC van Dijk | 2023/4/3 |
A General Procedure for Localising Strictly Proper Scoring Rules | Ramon de Punder Cees Diks Roger Laeven Dick van Dijk | 2022/7/10 | |
Modeling and estimation of synchronization in size-sorted portfolio returns | Central Bank Review | Cem Çakmaklı Richard Paap Dick van Dijk | 2022/12/1 |
Robust observation-driven models using proximal-parameter updates | Available at SSRN 4227958 | Rutger‐Jan Lange Bram van Os Dick JC van Dijk | 2022/9/21 |
Improving machine learning ensemble models with statistical techniques in the forecasting of cryptocurrency prices | DJC van Dijk A Tetereva | 2021/7/13 | |
Heterogeneity in Manufacturing Growth Risk | Daan Opschoor Dick JC van Dijk Philip Hans Franses | 2021/5/3 | |
The hidden costs of the corporate carbon footprint: a machine learning approach | Julius AT van Bebber DJC van Dijk R Lange | 2021/10/5 | |
Is the leverage effect modelled correctly? | R Lange DJC van Dijk | 2021/5/1 | |
Closed-form multi-factor copula models with observation-driven dynamic factor loadings | Journal of Business & Economic Statistics | Anne Opschoor André Lucas Istvan Barra Dick Van Dijk | 2021/10/2 |
