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Forecasting returns and risk in financial markets using linear and nonlinear models
Clements, Michael P.; Milas, Costas; van Dijk, Dick - In: International journal of forecasting 25 (2009) 2, pp. 215-218
Persistent link: https://www.econbiz.de/10008892145
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Forecasting returns and risk in financial markets using linear and nonlinear models
Clements, Michael P.; Milas, Costas; van Dijk, Dick - In: International journal of forecasting 25 (2009) 2, pp. 215-217
Persistent link: https://www.econbiz.de/10008231953
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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-376
Persistent link: https://www.econbiz.de/10006887467
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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
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Short patches of outliers, ARCH and volatility modelling 1
Franses, Philip Hans; Dijk, Dick van; Lucas, André - In: Applied financial economics 14 (2004) 4, pp. 221-232
Persistent link: https://www.econbiz.de/10007650957
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Optimal portfolios with minimum capital requirements
Santos, André A.P.; Nogales, Francisco J.; Ruiz, Esther; … - In: Journal of banking & finance 36 (2012) 7, pp. 1928-1943
Persistent link: https://www.econbiz.de/10009972358