Herman Koene van Dijk
Erasmus Universiteit Rotterdam
H-index: 37
Europe-Netherlands
Top articles of Herman Koene van Dijk
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View | Herman K van Dijk | 2024/3/12 | |
Bayesian mode inference for discrete distributions in economics and finance | Economics Letters | Jamie L Cross Lennart Hoogerheide Paul Labonne Herman K Van Dijk | 2024/2/2 |
Challenges and opportunities for 21st century Bayesian econometricians: A personal view | Herman K van Dijk | 2023 | |
Bayesmultimode: Bayesian mode inference in R | Nalan Basturk Jamie Cross Peter de Knijff Lennart Hoogerheide Paul Labonne | 2023 | |
R package BayesMultiMode: Bayesian Mode Inference | Nalan Bastürk Jamie Cross Peter de Knijff Lennart Hoogerheide Paul Labonne | 2023 | |
A flexible predictive density combination for large financial data sets in regular and crisis periods | Journal of Econometrics | Roberto Casarin Stefano Grassi Francesco Ravazzolo Herman K van Dijk | 2023/12/1 |
Quantifying time-varying forecast uncertainty and risk for the real price of oil | Journal of Business & Economic Statistics | Knut Are Aastveit Jamie L Cross Herman K van Dijk | 2023/4/3 |
Package ‘AdMit’ | David Ardia Lennart F Hoogerheide Herman K van Dijk Maintainer David Ardia | 2017/2/4 | |
Gaussian process enhanced semi-automatic approximate Bayesian computation: parameter inference in a stochastic differential equation system for chemotaxis | Journal of Computational Physics | Agnieszka Borowska Diana Giurghita Dirk Husmeier | 2021/3/15 |
Bayes estimates of multimodal density features using DNA and Economic Data | Nalan Basturk Lennart F Hoogerheide Herman van Dijk | 2021 | |
ONLINE APPENDIX for Quantifying time-varying forecast uncertainty and risk for the real price of oil | Knut Are Aastveit Jamie L Cross Herman K van Dijk | 2021/11/9 | |
A bayesian dynamic compositional model for large density combinations in finance | Roberto Casarin Stefano Grassi Francesco Ravazzolo Herman van Dijk | 2020/11/19 | |
Partially censored posterior for robust and efficient risk evaluation | Journal of Econometrics | Agnieszka Borowska Lennart Hoogerheide Siem Jan Koopman Herman K van Dijk | 2020/8/1 |
Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016 … | Econometrics | David Ardia Lukasz T Gatarek Lennart Hoogerheide Herman K Van Dijk | 2020/3 |
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