Narrow search
Showing 1 - 4 of 4
Cover Image
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Cover Image
Forecasting the business cycle : editorial
Ferrara, Laurent; Dijk, Dick van - In: International journal of forecasting 30 (2014) 3, pp. 517-519
Persistent link: https://www.econbiz.de/10010512290
Cover Image
Macroeconomic forecasting with matched principal components
Heij, Christiaan; Dijk, Dick van; Groenen, Patrick J. F. - In: International journal of forecasting 24 (2008) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
Cover Image
Getting the most out of macroeconomic information for predicting excess stock returns
Çakmaklı, Cem; Dijk, Dick van - In: International journal of forecasting 32 (2016) 3, pp. 650-668
Persistent link: https://www.econbiz.de/10011621754