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Antitakeover provisions in corporate spin-offs
Chuliá, Helena; Martens, Martin; Dijk, Dick van - In: Journal of banking & finance 34 (2010) 4, pp. 813-825
Persistent link: https://www.econbiz.de/10008382231
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Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?
de Pooter, Michiel; Martens, Martin; van Dijk, Dick - In: Econometric reviews 27 (2008) 1-3, pp. 199-229
Persistent link: https://www.econbiz.de/10007993915
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Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; van Dijk, Dick; de Pooter, Michiel - In: International journal of forecasting 25 (2009) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10008892141
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Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; van Dijk, Dick; de Pooter, Michiel - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10008231949
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Measuring volatility with the realized range
Martens, Martin; van Dijk, Dick - In: Journal of econometrics 138 (2007) 1, pp. 181-207
Persistent link: https://www.econbiz.de/10007615315
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Book Reviews - Non-Linear Time Series Models in Empirical Finance
Franses, Philip Hans; Dijk, Dick van; Kmenta, Jan - In: Business economics : the journal of the National … 36 (2001) 2, pp. 62
Persistent link: https://www.econbiz.de/10006447498
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Time-Varying Smooth Transition Autoregressive Models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10008215778
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Special Section on Consumer Price Research - 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/10008218548
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Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry
Swanson, Norman R.; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 24-42
Persistent link: https://www.econbiz.de/10008222813
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Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model
Exterkate, Peter; Dijk, Dick Van; Heij, Christiaan; … - In: Journal of forecasting 32 (2013) 3, pp. 193-214
Persistent link: https://www.econbiz.de/10010095335