prof.dr. DJC (Dick) van Dijk

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 Erasmus University Rotterdam in 1999.

Erasmus School of Economics

Full professor | Econometrics
Email
djvandijk@ese.eur.nl

Work

  • 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

  • Milan Lovric

    Behavioral Finance and Agent-Based Artificial Markets
  • Melissa Porras Prado

    The Long and Short Side of Real Estate, Real Estate Stocks, and Equity
  • Haikun Ning

    Hierarchical Portfolio Management: Theory and Applications
  • Karim Bannouh

    Measuring and Forecasting Financial Market Volatility using High-Frequency Data
  • Thijs Markwat

    Extreme Dependence in Asset Markets Around the Globe
  • Karen Watkins Fassler

    Macroeconomic Crisis and Firm Performance
  • Bert de Groot

    Essays on Economic Cycles
  • Gerben de Zwart

    Empirical Studies on Financial Markets: Private Equity, Corporate Bonds and Emerging Markets
  • Martijn van den Assem

    Deal or No Deal? Decision Making under Risk in a Large-Stake TV Game Show and Related Experiments
  • Marc Schauten

    Valuation, Capital Structure Decisions and the Cost of Capital
  • Liesbeth Noordegraaf

    Contested Communication: A Critical Analysis of Central Bank Speech
  • Justinas Brazys

    Aggregated macroeconomic news and price discovery
  • David Blitz

    Benchmarking Benchmarks
  • Darya Yuferova

    Price Discovery, Liquidity Provision, and Low-Latency Trading
  • Mariska Douwens-Zonneveld

    Animal Spirits and Extreme Confidence: No Guts, No Glory?
  • Roy Verbeek

    Essays on Empirical Asset Pricing
  • Johan Duyvesteyn

    Empirical studies on sovereign fixed income markets
  • Bram van Os

    'Time Varying Risk and Dependence Structure of Financial Securities'.
  • Sebastiaan Vermeulen

    bridging time series econometrics and machine learning
  • Xun Gong

    forecasting implied volatility surface
  • Sander Barendse

    Estimation and Evaluation of Financial Risk’

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