prof.dr. (Dick) DJC van Dijk

prof.dr. (Dick) DJC van Dijk

Professor of Econometrics (Finance)

Full Professor Erasmus School of Economics Econometrics
Location
Burg. Oudlaan 50, Rotterdam
Room
ET-36
Telephone
0104081263
Email
djvandijk@ese.eur.nl

More information

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Profile

*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…

*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.

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam