Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L., van Dijk, H.K.
Published in Journal of econometrics (01.05.2019)
Published in Journal of econometrics (01.05.2019)
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'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004
Van Dijk, H. K., Kaashoek, J. F., Wagelmans, A. P. M.
Published in Statistica Neerlandica (01.05.2006)
Published in Statistica Neerlandica (01.05.2006)
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Non-stationarity in garch models: A bayesian analysis
Kleibergen, F., van Dijk, H. K.
Published in Journal of applied econometrics (Chichester, England) (01.12.1993)
Published in Journal of applied econometrics (Chichester, England) (01.12.1993)
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Journal Article
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S., Mahieu, Ronald J., Van Dijk, Herman K.
Published in Journal of applied econometrics (Chichester, England) (01.11.2000)
Published in Journal of applied econometrics (Chichester, England) (01.11.2000)
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Introduction: inference and decision making
Geweke, John, Rust, John, Van Dijk, Herman K.
Published in Journal of applied econometrics (Chichester, England) (01.11.2000)
Published in Journal of applied econometrics (Chichester, England) (01.11.2000)
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Journal Article
Oil price shocks and long run price and import demand behavior
KLEIBERGEN, F, VAN DIJK, H. K, URBAIN, J.-P
Published in Annals of the Institute of Statistical Mathematics (01.09.1999)
Published in Annals of the Institute of Statistical Mathematics (01.09.1999)
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Journal Article
The Annals of Computational and Financial Econometrics, first issue
Kontoghiorghes, E.J., Van Dijk, H.K., Belsley, David A., Kontoghiorghes, Erricos John, Koopman, Siem Jan, McAleer, Michael, van Dijk, Herman K., Billio, Monica, Croux, Christophe, Chen, Cathy W.S., Davidson, Russell, Duchesne, Pierre, Foschi, Paolo, Francq, Christian, Fuertes, Ana-Maria, Koop, Gary, Khalaf, Lynda, Paolella, Marc, Pollock, D.S.G., Ruiz, Esther, Paap, Richard, Proietti, Tommaso, Winker, Peter, Yu, Philip L.H., Zakoian, Jean-Michel, Zeileis, Achim
Published in Computational statistics & data analysis (01.11.2012)
Published in Computational statistics & data analysis (01.11.2012)
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