prof.dr. (Dick) D.J.C. van Dijk

prof.dr. (Dick) D.J.C. van Dijk

Professor of Econometrics (Finance)

Full Professor Erasmus School of Economics Econometrics
Location
Erasmus University Rotterdam
Room
H11-31
Telephone
+31 10 4081263
Email
djvandijk@ese.eur.nl

Latest academic publication

A. Opschoor, D.J.C. van Dijk & M. van der Wel (2017). Combining Density Forecasts using Focused Scoring Rules. Journal of Applied Econometrics, 32 (7), 1298-1313. doi: http://dx.doi.org/10.1002/jae.2575

Back to overview

Dick van Dijk is a professor of financial econometrics at the Econometric Institute, the 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 Journal of Banking and Finance, the Review of Finance, the Journal of Applied Econometrics, the Journal of Business and Economic Statistics, the Journal of Econometrics, and the Review of Economics and Statistics.

He received his PhD in econometrics cum laude from Erasmus University Rotterdam in 1999.

  • Full Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Econometrics
    Country
    The Netherlands
    Telephone
    +31 10 4081263
  • Tijdreeksanalyse

    Title
    Tijdreeksanalyse
    Year
    2017
    Period
    BLOK5
    Year level
    bachelor 2 (Bachelor Econometrie en Operationele Research), pre-master (Pre-Master Econometrics and Management Science)

    Time Series Analysis

    Title
    Time Series Analysis
    Year
    2017
    Period
    BLOK5
    Year level
    bachelor 2 (International Bachelor Econometrics and Operations Research), bachelor 2 (BSc² Econometrics/Economics), pre-master (Pre-Master Econometrics and Management Science)

    Quantitative Methods for Finance

    Title
    Quantitative Methods for Finance
    Year
    2017
    Period
    BLOK3
    Year level
    bachelor 3 (Bachelor Econometrie en Operationele Research), bachelor 3 (International Bachelor Econometrics and Operations Research), bachelor 4 (BSc² Econometrics/Economics)

    Seminar in Financial Econometrics

    Title
    Seminar in Financial Econometrics
    Year
    2017
    Period
    BLOK4
    Year level
    bachelor 3 (Bachelor Econometrie en Operationele Research), bachelor 3 (International Bachelor Econometrics and Operations Research), bachelor 4 (BSc² Econometrics/Economics)

    Bachelorscriptie Econometrie en Operatio

    Title
    Bachelorscriptie Econometrie en Operatio
    Year
    2017
    Period
    BLOK5
    Year level
    bachelor 3 (Bachelor Econometrie en Operationele Research)

    Bachelor's Thesis Econometrics

    Title
    Bachelor's Thesis Econometrics
    Year
    2017
    Period
    BLOK5
    Year level
    bachelor 3 (International Bachelor Econometrics and Operations Research)

    Bachelor's Thesis BSc²

    Title
    Bachelor's Thesis BSc²
    Year
    2017
    Period
    BLOK5
    Year level
    bachelor 4 (BSc² Econometrics/Economics)

    Seminar Financial Case Studies

    Title
    Seminar Financial Case Studies
    Year
    2017
    Period
    BLOK3
    Year level
    master (Master Econometrics and Management Science)

    Tijdreeksanalyse

    Title
    Tijdreeksanalyse
    Year
    2016
    Period
    BLOK5
    Year level
    bachelor 2 (Bachelor Econometrie en Operationele Research), pre-master (Pre-Master Econometrics and Management Science)

    Time Series Analysis

    Title
    Time Series Analysis
    Year
    2016
    Period
    BLOK5
    Year level
    bachelor 2 (International Bachelor Econometrics and Operations Research), bachelor 2 (BSc² Econometrics/Economics), pre-master (Pre-Master Econometrics and Management Science)

    Quantitative Methods for Finance

    Title
    Quantitative Methods for Finance
    Year
    2016
    Period
    BLOK3
    Year level
    bachelor 3 (Bachelor Econometrie en Operationele Research), bachelor 3 (International Bachelor Econometrics and Operations Research), bachelor 4 (BSc² Econometrics/Economics)

    Seminar in Financial Econometrics

    Title
    Seminar in Financial Econometrics
    Year
    2016
    Period
    BLOK4
    Year level
    bachelor 3 (Bachelor Econometrie en Operationele Research), bachelor 3 (International Bachelor Econometrics and Operations Research), bachelor 4 (BSc² Econometrics/Economics)

    Bachelorscriptie Econometrie en Operatio

    Title
    Bachelorscriptie Econometrie en Operatio
    Year
    2016
    Period
    BLOK5
    Year level
    bachelor 3 (Bachelor Econometrie en Operationele Research)

    Bachelor's Thesis Econometrics

    Title
    Bachelor's Thesis Econometrics
    Year
    2016
    Period
    BLOK5
    Year level
    bachelor 3 (International Bachelor Econometrics and Operations Research)

    Bachelor's Thesis BSc²

    Title
    Bachelor's Thesis BSc²
    Year
    2016
    Period
    BLOK5
    Year level
    bachelor 4 (BSc² Econometrics/Economics)

    Seminar Financial Case Studies

    Title
    Seminar Financial Case Studies
    Year
    2016
    Period
    BLOK3
    Year level
    master (Master Econometrics and Management Science)
  • Journal of Applied Econometrics

    Role
    Associate Editor
    Start Date
    Jan/2007

    International Journal of Forecasting

    Role
    Associate Editor
    Start Date
    Jul/2004
    End Date
    Oct/2012

    Applied Economics

    Role
    Associate Editor
    Start Date
    Sep/2001

    International Journal of Forecasting

    Role
    Book Review Editor
    Start Date
    Jul/2004
    End Date
    Jun/2007

    International Journal of Forecasting

    Role
    Editor
    Start Date
    Nov/2012
    • Measuring and Forecasting Financial Market Volatility using High-Frequency Data

      Karim Bannouh

      Measuring and Forecasting Financial Market Volatility using High-Frequency Data

    • Extreme Dependence in Asset Markets Around the Globe

      Thijs Markwat

      Extreme Dependence in Asset Markets Around the Globe

    • Contested Communication: A Critical Analysis of Central Bank Speech

      Liesbeth Noordegraaf

      Contested Communication: A Critical Analysis of Central Bank Speech

    • Empirical Studies on Financial Markets: Private Equity, Corporate Bonds and Emerging Markets

      Gerben de Zwart

      Empirical Studies on Financial Markets: Private Equity, Corporate Bonds and Emerging Markets

    • Valuation, Capital Structure Decisions and the Cost of Capital

      Marc Schauten

      Valuation, Capital Structure Decisions and the Cost of Capital

    • Macroeconomic Crisis and Firm Performance

      Karen Watkins Fassler

      Macroeconomic Crisis and Firm Performance

  • Brown Rudnick

    Start Date
    Jan/2010
    End Date
    Is current
    Place
    LONDEN
    Specialty
    Econometrics, Economics

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam