The following pages link to Dick van Dijk (Q277163):
Displaying 21 items.
- Measuring volatility with the realized range (Q277164) (← links)
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- Forecast comparison of principal component regression and principal covariate regression (Q1019994) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Testing for causality in variance in the presence of breaks (Q1928692) (← links)
- Measuring and predicting heterogeneous recessions (Q1994151) (← links)
- (Q2783444) (← links)
- Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (Q3539873) (← links)
- Semi-Parametric Modelling of Correlation Dynamics (Q3571962) (← links)
- (Q4407595) (← links)
- The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series (Q4439300) (← links)
- Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model (Q4687322) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- Modeling Multiple Regimes in the Business Cycle (Q4934750) (← links)
- A comparison of biased simulation schemes for stochastic volatility models (Q5190133) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
- Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825) (← links)
- New HEAVY Models for Fat-Tailed Realized Covariances and Returns (Q6623216) (← links)
