van Dijk, Dick - Publications & Citations

Moments, shocks and spillovers in Markov-switching VAR models

IF7.1

2024-01-01

OAAI

van Os, Bram; van Dijk, Dick

Private Equity Recommitment Strategies for Institutional Investors

IF4

2023-10-01

OAAI

Kole, Erik; van Dijk, Dick

FINANCIAL ANALYSTS JOURNAL

IF2.2

2018-12-30

PREAI

de Zwart, Gerben; Frieser, Brian; van Dijk, Dick

Getting the most out of macroeconomic information for predicting excess stock returns

Nonlinear forecasting with many predictors using kernel ridge regression 使用核岭回归的具有多个预测器的非线性预测

IF7.1

2016-07-01

PREAI

Cakmakli, Cem; van Dijk, Dick

MARKET SET-UP IN ADVANCE OF FEDERAL RESERVE POLICY RATE DECISIONS

IF7.1

2016-07-01

OAAI

Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan; van Dijk, Dick

ECONOMIC JOURNAL

IF3.6

2016-05-23

PREAI

van Dijk, Dick; Lumsdaine, Robin L.; van der Wel, Michel

Forecasting day-ahead electricity prices: Utilizing hourly prices 预测日前电价: 利用每小时价格

ENERGY ECONOMICS

IF14.2

2015-07-01

OAAI

Raviv, Eran; Bouwman, Kees E.; van Dijk, Dick

Forecasting the Business Cycle

Speed, algorithmic trading, and market quality around macroeconomic news announcements

IF7.1

2014-07-01

PREAI

Ferrara, Laurent; van Dijk, Dick

Forecasting volatility with the realized range in the presence of noise and non-trading

IF3.8

2014-01-01

OAAI

Scholtus, Martin; van Dijk, Dick; Frijns, Bart

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2013-12-01

OAAI

Bannouh, Karim; Martens, Martin; van Dijk, Dick

STRUCTURAL BREAKS IN THE INTERNATIONAL DYNAMICS OF INFLATION

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2013-05-01

OAAI

Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; van Dijk, Dick

Optimal portfolios with minimum capital requirements

When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?

IF3.8

2012-07-01

PREAI

Santos, Andre A. P.; Nogales, Francisco J.; Ruiz, Esther; Van Dijk, Dick

REVIEW OF FINANCE

IF8.4

2012-06-28

OAAI

Fidrmuc, Jana P.; Palandri, Alessandro; Roosenboom, Peter; van Dijk, Dick

Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model

JOURNAL OF FORECASTING

IF2.7

2011-10-28

OAAI

Exterkate, Peter; Van Dijk, Dick; Heij, Christiaan; Groenen, Patrick J. F.

Likelihood-based scoring rules for comparing density forecasts in tails

Real-time macroeconomic forecasting with leading indicators: An empirical comparison

IF4

2011-08-01

OAAI

Diks, Cees; Panchenko, Valentyn; van Dijk, Dick

Twenty years of cointegration

IF7.1

2011-04-01

PREAI

Heij, Christiaan; van Dijk, Dick; Groenen, Patrick J. F.

Cointegration in a historical perspective

IF4

2010-09-01

PREAI

Boswijk, H. Peter; Franses, Philip Hans; van Dijk, Dick

Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations

IF4

2010-09-01

OAAI

Boswijk, H. Peter; Franses, Philip Hans; van Dijk, Dick

Contagion as a domino effect in global stock markets

IF3.8

2010-04-01

119

PREAI

Chulia, Helena; Martens, Martin; van Dijk, Dick