Biography
Dick van Dijk is a professor of financial econometrics at the Econometric Institute, Erasmus School of Economics (ESE). His areas of special interest are volatility modelling and forecasting, high-frequency data, asset return predictability, business cycle analysis, and non-linear time series analysis. Professor van Dijk has published widely in all the major journals in the field including, among others, the *Economic Journal*, *International Journal of Forecasting*, *Journal of Applied Econometrics*, *Journal of Business and Economic Statistics*, *Journal of Econometrics*, *Review of Economics and Statistics,* and *Review of Finance*. He received his PhD in econometrics cum laude from ÌÇÐÄÖ±²¥ in 1999.
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Work
- Bart Keijsers & Dick van Dijk (2025) - - International Journal of Forecasting, 41 (2), 748-762 - doi: -
- Bram van Os & Dick van Dijk (2024) - - International Journal of Forecasting, 40 (1), 313-323 - doi: -
- Erik Kole & Dick van Dijk (2023) - - Journal of Econometrics, 236 (2) - doi: -
- Sander Barendse, Erik Kole & Dick van Dijk (2023) - - Journal of Financial Econometrics, 21 (2), 528-568 - doi: -
- C (Cem) Cakmakli, Richard Paap & Dick van Dijk (2022) - - Central Bank Review, 22 (4), 129-140 - doi:
- Erik Kole & Dick van Dijk (2021) - - doi:
- Anne Opschoor, André Lucas, István Barra & Dick van Dijk (2021) - - Journal of Business and Economic Statistics, 39 (4), 1066-1079 - doi: -
- Philip Hans Franses & Dick van Dijk (2019) - - Journal of Forecasting, 38 (5), 415-421 - doi: -
- Dick van Dijk & Philip Hans Franses (2019) - -
- P Janus, A (André) Lucas, A (Anne) Opschoor & Dick van Dijk (2018) - - Journal of Business and Economic Statistics, 36 (4), 643-657 - doi: -
- Erik Kole, TD (Thijs) Markwat, A (Anne) Opschoor & Dick van Dijk (2017) - - Journal of Financial Econometrics, 15 (4), 649-677 - doi: -
- A (Anne) Opschoor, Dick van Dijk & Michel van der Wel (2017) - - Journal of Applied Econometrics, 32 (7), 1298-1313 - doi: -
- Erik Kole & Dick van Dijk (2017) - - Journal of Applied Econometrics, 32 (1), 120-139 - doi: -
- SR Ozturk, Michel van der Wel & Dick van Dijk (2017) - - Journal of Financial Markets, 32 (1), 28-48 - doi: -
- C (Cem) Cakmakli & Dick van Dijk (2016) - - International Journal of Forecasting, 32 (1), 650-668 - doi:
- Dick van Dijk, Robin Lumsdaine & Michel van der Wel (2016) - - The Economic Journal, 126 (592), 618-653 - doi: -
- Michel van der Wel, SR Ozturk & Dick van Dijk (2016) - - doi:
- Richard Paap & Dick van Dijk (28 December 2022) - New Data from Koc University Illuminate Research in Economics (Modeling and estimation of synchronization in size-sorted portfolio returns)
- Dick Dijk (2007) - Journal of Applied Econometrics (Journal) (Editor)
Activity: Editorial work › Academic - Dick Dijk (2004) - International Journal of Forecasting (Journal) (Editor)
Activity: Editorial work › Academic - Dick Dijk (2001) - Applied Economics (Journal) (Editor)
Activity: Editorial work › Academic
International Journal of Forecasting
- Start date approval
- January 2024
- End date approval
- January 2027
- Place
- AMSTERDAM
- Description
- Editor
- Year
- 2025
- Course Code
- FEB62010
- Year
- 2025
- Course Code
- FEB63017
- Level
- Master
- Year Level
- Master
- Year
- 2025
- Course Code
- TIF20126
- Year
- 2025
- Course Code
- TIC20899
- Year
- 2025
- Course Code
- FEB63006H
- Year
- 2025
- Course Code
- FEB23006
- Year
- 2025
- Course Code
- FEM21019
- Year
- 2025
- Course Code
- FEM21046
