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Dijk, Dick van; Lumsdaine, Robin L.; Wel, Michel van der - 2014

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Opschoor, Anne; Dijk, Dick van; Wel, Michel van der - In: Journal of applied econometrics 32 (2017) 7, pp. 1298-1313

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Christensen, Bent Jesper; Posch, Olaf; Wel, Michel van der - In: Journal of econometrics 194 (2016) 1, pp. 116-137

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Dijk, Dick van; Lumsdaine, Robin L.; Wel, Michel van der - In: The economic journal : the journal of the Royal … 126 (2016) 592, pp. 618-653

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Ozturk, Sait R.; Wel, Michel van der; Dijk, Dick van - In: Journal of financial markets 32 (2017), pp. 28-48

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Nibbering, Didier; Paap, Richard; Wel, Michel van der - In: International journal of forecasting 34 (2018) 2, pp. 288-311

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Christensen, Bent Jesper; Wel, Michel van der - In: Journal of financial economics 134 (2019) 1, pp. 165-191

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Li, Mengheng; Koopman, Siem Jan - In: Journal of Applied Econometrics 36 (2021) 5, pp. 614-627

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Lee, Kai Ming (contributor); Koopman, Siem Jan (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2

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