( en | de | ru )

 

Disambiguation of "Dijk, Dick"

Author of the publication

copydeleteadd this publication to your clipboard
Nonlinear time series models in empirical finance

, and . Cambridge Univ. Press, Cambridge u.a., Reprinted edition, (2002)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Esther Dijk

Atze Dijkstra

Lutz Dijk

Sandra Dijk

Jan Ane Dijkstra

 

Other publications of authors with the same name

Nonlinear time series models in empirical finance, and . Cambridge Univ. Press, Cambridge u.a., Reprinted edition, (2002)Macroeconomic forecasting with matched principal components, , and . International Journal of Forecasting, 24 (1): 87--100 (00 2008)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)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)Sample size, lag order and critical values of seasonal unit root tests., and . Comput. Stat. Data Anal., 50 (10): 2734-2751 (2006)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)Articulating Co-Design in Museums: Reflections on Two Participatory Processes., , , , , , and . CSCW, page 13-25. ACM, (2016)