Browsen in EconStor gesamt nach Autor:innen Diks, Cees
Zeige Ergebnisse 1 bis 13 von 13
Erscheinungsjahr | Titel | Autor:innen |
2001 | Tests for Serial Independence and Linearity based on Correlation Integrals | Diks, Cees; Manzan, Sebastiano |
2002 | Detecting Serial Dependence in Tail Events | Diks, Cees |
2003 | Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS | Diks, Cees; van der Weide, Roy |
2003 | Continuous Beliefs Dynamics | Diks, Cees; van der Weide, Roy |
2003 | Heterogeneity as a Natural Source of Randomness | Diks, Cees; van der Weide, Roy |
2005 | Equivalence and Bifurcations of Finite Order Stochastic Processes | Diks, Cees; Wagener, Florian |
2005 | Nonparametric Tests for Serial Independence Based on Quadratic Forms | Diks, Cees; Panchenko, Valentyn |
2006 | A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems | Diks, Cees; Wagener, Florian |
2008 | Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts | Diks, Cees; Panchenko, Valentyn; van Dijk, Dick |
2008 | Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails | Diks, Cees; Panchenko, Valentyn; van Dijk, Dick |
2013 | Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support | Diks, Cees; Panchenko, Valentyn; Sokolinskiy, Oleg; van Dijk, Dick |
2014 | Identifying Booms and Busts in House Prices under Heterogeneous Expectations | Bolt, Wilko; Demertzis, Maria; Diks, Cees; Hommes, Cars; van der Leij, Marco |
2017 | Dynamic Interbank Network Analysis Using Latent Space Models | Linardi, Fernando; Diks, Cees; van der Leij, Marco (M.J.); Lazier, Iuri |