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417
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323
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185
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67
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59
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21
[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
Dijk, Dick van
- In:
De economist : Netherlands economic review ; quarterly …
148
(
2000
)
3
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001508942
Saved in:
22
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
23
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
24
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
25
Modeling regional house prices
Dijk, Bram van
;
Franses, Philip Hans
;
Paap, Richard
; …
-
2008
Persistent link: https://www.econbiz.de/10003754166
Saved in:
26
The effects of Federal funds target rate changes on S&P100 stock returns, volatilities, and correlations
Chulia-Soler, Helena
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003651504
Saved in:
27
The inefficient use of macroeconomic information in analysts' earnings forecasts in emerging markets
Zwart, Gerben de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651601
Saved in:
28
A recommitment strategy for long term private equity fund investors
Zwart, Gerben de
(
contributor
);
Frieser, Brian
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003651655
Saved in:
29
The economic value of fundamental and technical information in emerging currency markets
Zwart, Gerben de
;
Markwat, Thijs
;
Swinkels, Laurens
; …
-
2007
Persistent link: https://www.econbiz.de/10003651657
Saved in:
30
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:
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