Browsen in EconStor gesamt nach Autor:innen van Dijk, Dick


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ErscheinungsjahrTitelAutor:innen
2011Nonlinear Forecasting with Many Predictors using Kernel Ridge RegressionExterkate, Peter; Groenen, Patrick J.F.; Heij, Christiaan; van Dijk, Dick
2012Measuring and Predicting Heterogeneous RecessionsÇakmaklı, Cem; Paap, Richard; van Dijk, Dick
2012High-Frequency Technical Trading: The Importance of SpeedScholtus, Martin; van Dijk, Dick
2012Forecasting Interest Rates with Shifting Endpointsvan Dijk, Dick; Koopman, Siem Jan; van der Wel, Michel; Wright, Jonathan H.
2012Speed, Algorithmic Trading, and Market Quality around Macroeconomic News AnnouncementsScholtus, Martin L.; van Dijk, Dick; Frijns, Bart
2013Forecasting Day-Ahead Electricity Prices: Utilizing Hourly PricesRaviv, Eran; Bouwman, Kees E.; van Dijk, Dick
2013Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of SupportDiks, Cees; Panchenko, Valentyn; Sokolinskiy, Oleg; van Dijk, Dick
2013Predicting Covariance Matrices with Financial Conditions IndexesOpschoor, Anne; van Dijk, Dick; van der Wel, Michel
2014Improving Density Forecasts and Value-at-Risk Estimates by Combining DensitiesOpschoor, Anne; van Dijk, Dick; van der Wel, Michel
2014Intraday Price Discovery in Fragmented MarketsOzturk, Sait; van der Wel, Michel; van Dijk, Dick
2015Why do Pit-Hours outlive the Pit?Ozturk, Sait R.; van der Wel, Michel; van Dijk, Dick
2015Forecasting Value-at-Risk under Temporal and Portfolio AggregationKole, Erik; Markwat, Thijs; Opschoor, Anne; van Dijk, Dick
2019Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor LoadingsOpschoor, Anne; Lucas, André; Barra, Istvan; van Dijk, Dick
2019Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation ErrorBarendse, Sander; Kole, Erik; van Dijk, Dick
2020Accelerating Peak Dating in a Dynamic Factor Markov-Switching Modelvan Os, Bram; van Dijk, Dick
2021Heterogeneity in Manufacturing Growth RiskOpschoor, Daan; van Dijk, Dick; Franses, Philip Hans
2021Pooling Dynamic Conditional Correlation modelsvan Os, Bram; van Dijk, Dick
2021Moments, shocks and spillovers in Markov switching VAR modelsvan Dijk, Dick; Kole, Erik
2022Robust Observation-Driven Models Using Proximal-Parameter UpdatesLange, Rutger-Jan; van Os, Bram; van Dijk, Dick
2022Does economic uncertainty predict real activity in real-time?Keijsers, Bart; van Dijk, Dick