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Testing for Non-linearity in T...
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Dijk, Dick van
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
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Phillips, Peter C. B.
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Franses, Philip Hans
222
Koopman, Siem Jan
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McAleer, Michael
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Gao, Jiti
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105
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103
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102
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101
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101
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88
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Stock, James H.
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Marcellino, Massimiliano
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Dijk, Herman K. van
78
Engle, Robert F.
77
Hallin, Marc
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Mills, Terence C.
74
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
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71
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68
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ECONIS (ZBW)
70
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1
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
2
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003739119
Saved in:
3
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
Saved in:
4
Partial liklihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798183
Saved in:
5
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798233
Saved in:
6
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
Saved in:
7
Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003484195
Saved in:
8
A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo
;
Kohn, Robert
;
Dijk, Dick van
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
Saved in:
9
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10003937282
Saved in:
10
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den
;
Paap, Richard
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10008857052
Saved in:
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