Browsing All of EconStor by Author Diks, Cees

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2001 Tests for Serial Independence and Linearity based on Correlation IntegralsDiks, Cees; Manzan, Sebastiano
2002 Detecting Serial Dependence in Tail EventsDiks, Cees
2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBSDiks, Cees; van der Weide, Roy
2003 Heterogeneity as a Natural Source of RandomnessDiks, Cees; van der Weide, Roy
2003 Continuous Beliefs DynamicsDiks, Cees; van der Weide, Roy
2005 Equivalence and Bifurcations of Finite Order Stochastic ProcessesDiks, Cees; Wagener, Florian
2005 Nonparametric Tests for Serial Independence Based on Quadratic FormsDiks, Cees; Panchenko, Valentyn
2006 A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical SystemsDiks, Cees; Wagener, Florian
2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in TailsDiks, Cees; Panchenko, Valentyn; van Dijk, Dick
2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density ForecastsDiks, Cees; Panchenko, Valentyn; van Dijk, Dick
2013 Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of SupportDiks, Cees; Panchenko, Valentyn; Sokolinskiy, Oleg; van Dijk, Dick
2014 Identifying Booms and Busts in House Prices under Heterogeneous ExpectationsBolt, Wilko; Demertzis, Maria; Diks, Cees; Hommes, Cars; van der Leij, Marco
2017 Dynamic Interbank Network Analysis Using Latent Space ModelsLinardi, Fernando; Diks, Cees; van der Leij, Marco (M.J.); Lazier, Iuri