Dick van Dijk - Concepedia

Author

Dick van Dijk

Also Known As

D. van Dijk, D.J.C. Van Dijk, DICK VAN DIJK, Dick Dijk, Dick J. C. van Dijk, Dick J.C. van Dijk, Dick Van Dijk, Dick van Dijk, Dick van Dijk, Dijk, D.J.C. (Dick) van

328

Publications

10.5K

Citations

H-Index

151

Concepts

All Affiliations

Erasmus University Rotterdam Tinbergen Institute Environmental Research Institute of Michigan Stockholm School of Economics University of Amsterdam

About

Dick van Dijk is an author at Erasmus University Rotterdam specializing in business, economics, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	36	61	5.4K
2	Engineering	22	34	3.3K
3	Education	2	2	26
4	Arts	1	1	165
5	Law	1	1	58

Dick van Dijk

116

Publications

8.6K

Citations

H-Index

Page 1

	Year	Citations
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS Dick van Dijk, Timo Teräsvirta, Philip Hans Franses Econometric Reviews Forecasting MethodologyEngineeringStar NonlinearityMacroeconomic ForecastingApplied Econometrics	2002	1.2K
Forecasting stock market volatility using (non-linear) Garch models Philip Hans Franses, Dick van Dijk Journal of Forecasting Volatility ModelingEconomic ForecastingAsset PricingQuadratic GarchStock Market Indices	1996	390
Panel Smooth Transition Regression Models Andrés González, Timo Teräsvirta, Dick van Dijk, Econstor (Econstor)	2005	354
Measuring volatility with the realized range Martin Martens, Dick van Dijk Journal of Econometrics Volatility ModelingEngineeringMeasurementCalibrationInterval Analysis	2006	320
A comparison of biased simulation schemes for stochastic volatility models Roger Lord, Remmert Koekkoek, Dick van Dijk Quantitative Finance	2009	320
Testing for Volatility Changes in U.S. Macroeconomic Time Series Marianne Sensier, Dick van Dijk The Review of Economics and Statistics Volatility ModelingEngineeringConditional VolatilityMacroeconomic ForecastingEconomic Fluctuation	2004	268
Time-Varying Smooth Transition Autoregressive Models Stefan Lundbergh, Timo Teräsvirta, Dick van Dijk Journal of Business and Economic Statistics Dynamic Economic ModelEconomicsEngineeringMacroeconomicsSimultaneous Nonlinearity	2003	217
Contagion as a domino effect in global stock markets Thijs Markwat, Erik Kole, Dick van Dijk Journal of Banking & Finance Market MicrostructureEconomicsFinancial EconomicsInternational FinanceMarket Trend	2009	203
Modeling Multiple Regimes in the Business Cycle Dick van Dijk, Philip Hans Franses Macroeconomic Dynamics Dynamic Economic ModelEconomicsMonetary PolicyMultiple RegimesMacroeconomics	1999	191
Stock selection strategies in emerging markets Jaap van der Hart, Erica Slagter, Dick van Dijk Journal of Empirical Finance Emerging MarketFinancial EconomicsInternational FinancePortfolio SelectionStock Selection Strategies	2003	178

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