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-46
Email
djvandijk@ese.eur.nl
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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 laude from Erasmus University Rotterdam in 1999.

  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Universiteit van Amsterdam

Start date approval
July 2020
End date approval
July 2023
Place
AMSTERDAM
Description
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Advanced Time Series Econometrics

Level
Master
Year
2022
Year Level
Master
Course Code
TI022

Internship Hub

Year
2022
Course Code
FEB63017

Machine Learning in Finance

Year
2022
Course Code
FEM21045

Machine Learning

Level
master
Year
2022
Year Level
master
Course Code
FEM31002

Quantitative Methods for Finance

Year
2022
Year Level
bachelor 3, bachelor 3, bachelor 4
Course Code
FEB23006

Major & Master Orientation(econometrics)

Year
2022
Course Code
FEB62010

Thesis Hub Bachelor Econometrics & OR

Year
2022
Course Code
FEB63007

Thesis Hub BSc2 Econometrics / Economics

Year
2022
Course Code
FEB63008

  • 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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