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Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim; Martens, Martin; Dijk, Dick van - In: The North American journal of economics and finance : a … 26 (2013), pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
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Getting the most out of macroeconomic information for predicting stock returns and volatility
Çakmaklı, Cem; Dijk, Dick van - 2010
Persistent link: https://www.econbiz.de/10008771807
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Macroeconomic forecasting with real-time data : an empirical comparison
Heij, Christiaan; Dijk, Dick van; Groenen, Patrick J. F. - 2009
Persistent link: https://www.econbiz.de/10003908624
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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; … - 2010
Persistent link: https://www.econbiz.de/10003987315
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Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan - 2011
Persistent link: https://www.econbiz.de/10008809883
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Outlier detection in the GARCH (1,1) model
Franses, Philip Hans; Dijk, Dick van - 1999
Persistent link: https://www.econbiz.de/10001495849
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Bayesian forecasting of federal funds target rate decisions
Hauwe, Sjoerd van den; Dijk, Dick van; Paap, Richard - 2011
Persistent link: https://www.econbiz.de/10009720780
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Improved construction of diffusion indexes for macroeconomic forecasting
Heij, Christiaan (contributor); Dijk, Dick van (contributor) - 2006
Persistent link: https://www.econbiz.de/10003303551
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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
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Predicting the term structure of interest rates : incorporating parameter uncertainty, model uncertainty and macroeconomic information
Pooter, Michiel de; Ravazzolo, Francesco; Dijk, Dick van - 2007
Persistent link: https://www.econbiz.de/10003482707