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dai: 148170595
ssrn: 2278
scopus: 7004449718

Dijk, D.J.C. van

(Dick van Dijk)

Supervisor (promotor) of 7 dissertations


model forecast table return value result parameter series market journal volatility stock change period growth strategy portfolio variable price variance regime estimate function statistic country sample level forecasting 0.000 number section transition effect distribution factor regression correlation time series cycle probability figure currency business exchange panel outlier performance 0.00 month copula observation nonlinear error frequency interest crash method trading estimation analysis process information example recession index paper range weight covariance earning growth rates 1.00 predictor cluster target hypothesis revision difference nonlinearity ratio




10 Most Recent Publications

High-Frequency Technical Trading: The Importance of Speed (Research Paper)
Scholtus, M.L. Dijk, D.J.C. van
2012-02-01
Structural differences in economic growth: an endogenous clustering approach (Article)
Basturk, N. Paap, R. Dijk, D.J.C. van
2012-01-01
Measuring and Predicting Heterogeneous Recessions (Research Paper)
Cakmakli, C. Paap, R. Dijk, D.J.C. van
2011-10-01
Forecasting Volatility with Copula-Based Time Series Models (Research Paper)
Sokolinskiy, O. Dijk, D.J.C. van
2011-09-02
Bayesian Forecasting of Federal Funds Target Rate Decisions (Research Paper)
Hauwe, S. van den Dijk, D.J.C. van Paap, R.
2011-07-13
Corporate Governance and the Value of Excess Cash Holdings of Large European Firms (Article)
Schauten, M.B.J. Dijk, D.J.C. van Waal, J-P. van der
2011-06-10
Real-time macroeconomic forecasting with leading indicators: An empirical comparison (Article)
Heij, C. Dijk, D.J.C. van Groenen, P.J.F.
2011-06-01
An Alternative Bayesian Approach to Structural Breaks in Time Series Models (Research Paper)
Hauwe, S. van den Paap, R. Dijk, D.J.C. van
2011-02-07
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression (Research Paper)
Exterkate, P. Groenen, P.J.F. Heij, C. Dijk, D.J.C. van
2011-01-04
Modelling regional house prices (Article)
Dijk, A. van Franses, Ph.H.B.F. Paap, R. Dijk, D.J.C. van
2011-01-01