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~person:"Bataa, Erdenebat"
~person:"Lucas, André"
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Search: person:"Dijk, Dick van"
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Bataa, Erdenebat
Lucas, André
Dijk, Dick van
84
Franses, Philip Hans
21
Paap, Richard
8
Martens, Martin
6
Opschoor, Anne
6
Teräsvirta, Timo
6
Wel, Michel van der
6
Groenen, Patrick J. F.
5
Kole, Erik
5
Diks, Cees G. H.
4
Heij, Christiaan
4
Sensier, Marianne
4
Boswijk, Herman Peter
3
Fok, Dennis
3
Markwat, Thijs
3
Medeiros, Marcelo C.
3
Osborn, Denise R.
3
Panchenko, Valentyn
3
Çakmaklı, Cem
3
Bannouh, Karim
2
Clements, Michael P.
2
Dijk, Herman K. van
2
Exterkate, Peter
2
Fassler, Karen Watkins
2
Novales, Alfonso
2
Pooter, Michiel de
2
Punder, Ramon de
2
Spronk, Jaap
2
Zwart, Gerben Jacobus de
2
Barendse, Sander
1
Barra, István
1
Baștürk, Nalan
1
Bouwman, Kees E.
1
Chuliá, Helena
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Dijk, Bram van
1
Diks, Cees
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied financial economics
1
Journal of applied econometrics
1
Oxford bulletin of economics and statistics
1
The review of economics and statistics
1
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1
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
2
New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
Saved in:
3
Identifying changes in mean, seasonality, persistence and volatility for G7 and euro area inflation
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 360-388
Persistent link: https://www.econbiz.de/10010474915
Saved in:
4
Structural breaks in the international dynamics of inflation
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
- In:
The review of economics and statistics
95
(
2013
)
2
,
pp. 646-659
Persistent link: https://www.econbiz.de/10009763672
Saved in:
5
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
Saved in:
6
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10001410684
Saved in:
7
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
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