Browsing All of EconStor by Author van Dijk, Dick

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Year of Publication	Title	Author(s)
1998	Short Patches of Outliers, ARCH and Volatility Modeling	Franses, Philip Hans; van Dijk, Dick; Lucas, André
1999	SETS, Arbitrage Activity, and Stock Price Dynamics	Taylor, Nick; van Dijk, Dick; Franses, Philip Hans; Lucas, André
2001	Stock Selection Strategies in Emerging Markets	van der Hart, Jaap; Slagter, Erica; van Dijk, Dick
2004	Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity	Martens, Martin; van Dijk, Dick; de Pooter, Michiel
2004	Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience	Watkins, Karen; van Dijk, Dick; Spronk, Jaap
2004	Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination	Teräsvirta, Timo; van Dijk, Dick; Medeiros, Marcelo C.
2005	Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?	de Pooter, Michiel; Martens, Martin; van Dijk, Dick
2005	The Euro Introduction and Non-Euro Currencies	van Dijk, Dick; Munandar, Haris; Hafner, Christian M.
2006	A Comparison of Biased Simulation Schemes for Stochastic Volatility Models	Lord, Roger; Koekkoek, Remmert; van Dijk, Dick
2007	Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information	de Pooter, Michiel D.; Ravazzolo, Francesco; van Dijk, Dick
2007	Instability and nonlinearity in the euro area Phillips curve	Musso, Alberto; Stracca, Livio; van Dijk, Dick
2008	Structural Differences in Economic Growth	Basturk, Nalan; Paap, Richard; van Dijk, Dick
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
2010	Term Structure Forecasting Using Macro Factors and Forecast Combination	de Pooter, Michiel; Ravazzolo, Francesco; van Dijk, Dick
2010	Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility	Cakmakli, Cem; van Dijk, Dick
2011	On the Effects of Private Information on Volatility	Opschoor, Anne; van der Wel, Michel; van Dijk, Dick; Taylor, Nick
2011	Forecasting Volatility with Copula-Based Time Series Models	Sokolinskiy, Oleg; van Dijk, Dick
2011	Measuring and Predicting Heterogeneous Recessions	Cakmakli, Cem; Paap, Richard; van Dijk, Dick
2011	Bayesian Forecasting of Federal Funds Target Rate Decisions	van den Hauwe, Sjoerd; van Dijk, Dick; Paap, Richard

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