prof.dr. (Dick) DJC 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
Room
ET-18
Location
Burg. Oudlaan 50, Rotterdam

More information

Work

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

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Thesis Hub Bachelor Econometrics & OR

Year
2023
Course Code
FEB63007

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Quantitative Methods for Finance

Year Level
bachelor 3, bachelor 3, bachelor 4
Year
2023
Course Code
FEB23006

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Thesis Hub BSc2 Econometrics / Economics

Year
2023
Course Code
FEB63008

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Internship Hub

Year
2023
Course Code
FEB63017

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Seminar Financial Case Studies

Level
master
Year Level
master
Year
2023
Course Code
FEM21019

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Machine Learning in Finance

Year
2023
Course Code
FEM21045

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Machine Learning

Level
master
Year Level
master
Year
2023
Course Code
FEM31002

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Major & Master Orientation(econometrics)

Year
2023
Course Code
FEB62010

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Machine Learning in Finance

Level
Master
Year Level
Master
Year
2023
Course Code
EBDS21216

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

Advanced Time Series Econometrics

Level
Master
Year Level
Master
Year
2023
Course Code
TI022

International Journal of Forecasting

Start date approval
januari 2024
End date approval
januari 2027
Place
AMSTERDAM
Description
Editor
  • Dick Dijk (2007) - Journal of Applied Econometrics (Journal)
  • Dick Dijk (2004) - International Journal of Forecasting (Journal)
  • Dick Dijk (2001) - Applied Economics (Journal)

  • 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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