Biography
Dick van Dijk (PhD Tinbergen Institute, 1999) is a professor of financial econometrics at the Econometric Institute, Erasmus School of Economics (ESE). His research interests include volatility modelling and forecasting, high-frequency data, risk management, asset return predictability, business cycle analysis, factor models, and non-linear time series analysis. He 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 the American Statistical Association, Journal of Business and Economic Statistics, Journal of Econometrics, Review of Economics and Statistics, and Review of Finance. He is currently editor of the International Journal of Forecasting.
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Work
- Rutger Jan Lange, Bram van Os & Dick van Dijk (2026) - - Journal of Econometrics, 255 - doi: -
- Bram van Os & Dick van Dijk (2026) - - Journal of Business and Economic Statistics, 44 (1), 309-320 - doi: -
- Ramon F.A. de Punder, Cees G.H. Diks, Roger J.A. Laeven & Dick J.C. van Dijk (2026) - - Journal of the American Statistical Association - doi: -
- Daan Opschoor & Dick van Dijk (2025) - - Journal of Applied Econometrics, 40 (7), 829-845 - doi: -
- Bart Keijsers & Dick van Dijk (2025) - - International Journal of Forecasting, 41 (2), 748-762 - doi: -
- Daan Opschoor, Dick Van Dijk & Philip Hans Franses (2025) - - Journal of Money, Credit and Banking - 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:
- 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
International Journal of Forecasting
- Start date approval
- March 2026
- End date approval
- January 2027
- Place
- AMSTERDAM
- Description
- Editor
- Year
- 2025
- Course Code
- FEB23006
- Year
- 2025
- Course Code
- FEB62010
- Year
- 2025
- Course Code
- FEB62011
- Year
- 2025
- Course Code
- FEB63006H
- Year
- 2025
- Course Code
- FEB63017
- Year
- 2025
- Course Code
- FEM21019
- Year
- 2025
- Course Code
- FEM21046
- Year
- 2025
- Course Code
- TIC20899
- Level
- Master
- Year Level
- Master
- Year
- 2025
- Course Code
- TIF20126
