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Disambiguation of "van Dijk, Dick"

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SETS, arbitrage activity, and stock price dynamics

, , , and . Journal of Banking & Finance, 24 (8): 1289--1306 (August 2000)

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Rutger van Dijk

Thomas C. van Dijk

Rolf van Dick

Esther Dijk

Atze Dijkstra

 

Other publications of authors with the same name

Macroeconomic forecasting with matched principal components, , and . International Journal of Forecasting, 24 (1): 87--100 (00 2008)Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination, , and . International Journal of Forecasting, 21 (4): 755--774 (00 2005)Articulating Co-Design in Museums: Reflections on Two Participatory Processes., , , , , , and . CSCW, page 13-25. ACM, (2016)Measuring volatility with the realized range, and . Journal of Econometrics, 138 (1): 181--207 (May 2007)Testing for causality in variance in the presence of breaks, , and . Economics Letters, 89 (2): 193--199 (November 2005)Sample size, lag order and critical values of seasonal unit root tests., and . Comput. Stat. Data Anal., 50 (10): 2734-2751 (2006)The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production, and . International Journal of Forecasting, 21 (1): 87--102 (00 2005)Forecasting aggregates using panels of nonlinear time series, , and . International Journal of Forecasting, 21 (4): 785--794 (00 2005)A unified approach to nonlinearity, structural change, and outliers, , and . Journal of Econometrics, 137 (1): 112--133 (March 2007)SETS, arbitrage activity, and stock price dynamics, , , and . Journal of Banking & Finance, 24 (8): 1289--1306 (August 2000)