Global

Business & Management Experts

Dick D.j.c. Van Dijk

Full Professor
Econometrics
Erasmus University Rotterdam
Netherlands

Biography

His areas of special interest are volatility modelling and forecasting, high-frequency data, asset return predictability, business cycle analysis, and non-linear time series analysis. Professor van Dijk has published widely in all the major journals in the field including, among others, the Journal of Banking and Finance, the Review of Finance, the Journal of Applied Econometrics, the Journal of Business and Economic Statistics, the Journal of Econometrics, and the Review of Economics and Statistics. He received his PhD in econometrics cum laude from Erasmus University Rotterdam in 1999.

Research Interest

Econometrics

Publications

  • P. Janus, A. Lucas, A. Opschoor & D.J.C. van Dijk (2017). New HEAVY models for fat-tailed realized covariances and returns. Journal of Business and Economic Statistics. doi: http://dx.doi.org/10.1080/07350015.2016.1245622

  • H.J.W.G. Kole, T.D. Markwat, A. Opschoor & D.J.C. van Dijk (2017). Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. Journal of Financial Econometrics, 15 (4), 649-677. doi: 10.1093/jjfinec/nbx019

  • A. Opschoor, D.J.C. van Dijk & M. van der Wel (2017). Combining Density Forecasts using Focused Scoring Rules. Journal of Applied Econometrics, 32 (7), 1298-1313. doi: 10.1002/jae.2575

Global Experts from Netherlands

Global Experts in Subject

Share This Profile
Recent Expert Updates
  • Matthew L Stone
    Matthew L Stone
    pediatrics
    University of Virginia Health System; Charlottesville, VA
    United States of America
  • Dr.   Matthew
    Dr. Matthew
    pediatrics
    University of Virginia Health System; Charlottesville, VA
    United States of America
  • Dr.  L Stone Matthew
    Dr. L Stone Matthew
    pediatrics
    University of Virginia Health System; Charlottesville, VA
    United States of America
  • Dr.  L Stone
    Dr. L Stone
    pediatrics
    University of Virginia Health System; Charlottesville, VA
    United States of America
  • Dr. Matthew L Stone
    Dr. Matthew L Stone
    pediatrics
    University of Virginia Health System; Charlottesville, VA
    United States of America
  • Dr.  R Sameh
    Dr. R Sameh
    pediatrics
    King Abdul Aziz University
    United Arab Emirates
  • Dr.   R Ismail,
    Dr. R Ismail,
    pediatrics
    King Abdul Aziz University
    United Arab Emirates
  • Sameh R Ismail,
    Sameh R Ismail,
    pediatrics
    King Abdul Aziz University
    United Arab Emirates
  • Dr.   Sameh R Ismail,
    Dr. Sameh R Ismail,
    pediatrics
    King Abdul Aziz University
    United Arab Emirates
  • Dr.   William
    Dr. William
    pediatrics
    Maimonides Medical Center
    United States of America