prof.dr. DJC (Dick) van Dijk

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.