Research output per year
Research output per year
Dick van Dijk is a professor of financial econometrics at the Econometric Institute, Erasmus School of Economics (ESE). His areas of special interest are volatility modelling and forecasting, high-frequency data, asset return predictability, business cycle analysis, and non-linear time series analysis. Professor van Dijk has published widely in all the major journals in the field including, among others, the *Economic Journal*, *International Journal of Forecasting*, *Journal of Applied Econometrics*, *Journal of Business and Economic Statistics*, *Journal of Econometrics*, *Review of Economics and Statistics,* and *Review of Finance*. He received his PhD in econometrics cum laude from Erasmus University Rotterdam in 1999.
Research output: Contribution to journal › Article › Academic › peer-review
Research output: Contribution to journal › Article › Academic › peer-review
Research output: Contribution to journal › Article › Academic › peer-review
Research output: Contribution to journal › Article › Academic › peer-review
Research output: Contribution to journal › Article › Academic › peer-review
Opschoor, A. (Creator), Lucas, A. (Creator), Barra, I. (Creator) & van Dijk, D. (Contributor), 2020
DOI: 10.6084/m9.figshare.12240584.v3, https://tandf.figshare.com/articles/Closed-Form_Multi-Factor_Copula_Models_with_Observation-Driven_Dynamic_Factor_Loadings/12240584/3
Dataset
Bataa, E. (Creator), Sensier, M. (Creator), Van Dijk, D. (Creator) & Osborn, D. (Creator), 2013
DOI: 10.7910/dvn/lkgpvk, https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/LKGPVK
Dataset
Dijk, D. (Editor)
Activity: Publication peer-review and editorial work › Editorial work › Academic
Dijk, D. (Editor)
Activity: Publication peer-review and editorial work › Editorial work › Academic
Dijk, D. (Editor)
Activity: Publication peer-review and editorial work › Editorial work › Academic
28/12/22
1 item of Media coverage
Press/Media: Public engagement activities › Academic