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A threshold error-correction model for intraday futures and index returns
Martens, Martin - In: Journal of applied econometrics 13 (1998) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
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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
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Special issue: Recent developments in business cycle analysis
Dijk, Dick van (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002728630
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On the dynamics of business cycle analysis : editors' introduction
Dijk, Dick van; Dijk, Herman K. van; Franses, Philip Hans - In: Journal of applied econometrics 20 (2005) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10002728682
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Forecasting interest rates with shifting endpoints
Dijk, Dick van; Koopman, Siem Jan; Wel, Michel van der; … - In: Journal of applied econometrics 29 (2014) 5, pp. 693-712
Persistent link: https://www.econbiz.de/10010414859
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A multi-level panel star model for us manufacturing sectors
Fok, Dennis; Dijk, Dick van; Franses, Philip Hans - In: Journal of applied econometrics 20 (2005) 6, pp. 811-827
Persistent link: https://www.econbiz.de/10003168966
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Combining density forecasts using focused scoring rules
Opschoor, Anne; Dijk, Dick van; Wel, Michel van der - In: Journal of applied econometrics 32 (2017) 7, pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
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How to identify and forecast bull and bear markets?
Kole, Erik; Dijk, Dick van - In: Journal of applied econometrics 32 (2017) 1, pp. 120-139
Persistent link: https://www.econbiz.de/10011688491