Dick Van Dijk

Dick Van Dijk

Erasmus University - Rotterdam / Netherlands
Economics & Econometrics / Economics
AD Scientific Index ID: 4701568
Erasmus Universiteit
person_outline Dick Van Dijk's MOST POPULAR ARTICLES
1-) Non-linear time series models in empirical finance PH Franses, D Van Dijk Cambridge university press, 2000 16822000
2-) Smooth transition autoregressive models—a survey of recent developments D Dijk, T Teräsvirta, PH Franses Econometric reviews 21 (1), 1-47, 2002 15612002
3-) Panel smooth transition regression models A Gonzalez, T Teräsvirta, D Van Dijk, Y Yang 8802017
4-) Forecasting stock market volatility using (non‐linear) Garch modelsPH Franses, D Van DijkJournal of forecasting 15 (3), 229-235, 19965941996
5-) Measuring volatility with the realized rangeM Martens, D Van DijkJournal of Econometrics 138 (1), 181-207, 20074702007