Herman K. van Dijk

Publication Activity (10 Years)

Years Active: 2007-2016
Publications (10 Years): 1

Top Topics

Computational Power

Monte Carlo Methods

Top Venues

Comput. Stat. Data Anal.

Publications

Erricos John Kontoghiorghes, Herman K. van Dijk
CFEnetwork: The annals of computational and financial econometrics, 3rd issue. Comput. Stat. Data Anal. 100 (2016)
Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76 (2014)
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56 (11) (2012)
David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. Comput. Stat. Data Anal. 56 (11) (2012)
David A. Belsley, Cathy W. S. Chen, Christian Francq, Giampiero M. Gallo, Lynda Khalaf, Erricos John Kontoghiorghes, Herman K. van Dijk
The sixth special issue on computational econometrics. Comput. Stat. Data Anal. 56 (11) (2012)
David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc Paolella, Herman K. van Dijk
The Fifth Special Issue on Computational Econometrics. Comput. Stat. Data Anal. 54 (11) (2010)
David Ardia, Lennart F. Hoogerheide, Herman K. van Dijk
AdMit. R J. 1 (1) (2009)
David A. Belsley, Russell Davidson, Erricos John Kontoghiorghes, James G. MacKinnon, Herman K. van Dijk
The fourth special issue on Computational Econometrics. Comput. Stat. Data Anal. 53 (6) (2009)
Alessandra Amendola, David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Yasuhiro Omori, Eric Zivot
Special Issue on Statistical and Computational Methods in Finance. Comput. Stat. Data Anal. 52 (6) (2008)
John Geweke, Patrick J. F. Groenen, Richard Paap, Herman K. van Dijk
Computational techniques for applied econometric analysis of macroeconomic and financial processes. Comput. Stat. Data Anal. 51 (7) (2007)