Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 103
Number of items: 103
  • Open Access
    Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2013). Simulation study of direct causality measures in multivariate time series. Entropy, 15(7), 2635-2661. https://doi.org/10.3390/e15072635
  • Diks, C., & Makarewicz, T. (2012). Initial predictions in learning-to-forecast experiment. In A. Teglio, S. Alfarano, E. Camacho-Cuena, & M. GinĂ©s-Vilar (Eds.), Managing market complexity: the approach of artificial economics (pp. 223-235). (Lecture Notes in Economics and Mathematical Systems ; Vol. 662). Springer. https://doi.org/10.1007/978-3-642-31301-1_18
  • Open Access
    de Gooijer, J. G., Diks, C. G. H., & Gatarek, L. T. (2012). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. Central European Journal of Economic Modelling and Econometrics, 4(1), 23-44. http://cejeme.eu/publishedarticles/2012-55-27-634922241397812500-2326.pdf
  • Diks, C. G. H., & Wagener, F. O. O. (2011). Phenomenological and ratio bifurcations of a class of discrete time stochastic processes. (CeNDEF working papers; No. 11-03). Center for Nonlinear Dynamics in Economics and Finance (CeNDEF). http://www1.fee.uva.nl/cendef/publications/papers/Preprint_Diks_Wagener.pdf
  • Diks, C. G. H., & Wagener, F. O. O. (2011). Phenomenological and ratio bifurcations of a class of discrete time stochastic processes. Indagationes Mathematicae, 22(3-4), 207-221. https://doi.org/10.1016/j.indag.2011.09.007
  • Diks, C., Panchenko, V., & van Dijk, D. (2011). Likelihood-based scoring rules for comparing density forecasts in tails. Journal of Econometrics, 163(2), 215-230. https://doi.org/10.1016/j.jeconom.2011.04.001
  • Open Access
    Bolt, W., Demertzis, M., Diks, C., & van der Leij, M. (2011). Complex methods in economics: an example of behavioral heterogeneity in house prices. (CeNDEF Working Paper; No. 11-12). Universiteit van Amsterdam. http://www1.fee.uva.nl/cendef/publications/papers/ham_houses_v08.pdf
  • Open Access
    Diks, C. G. H., & Vrugt, J. A. (2010). Comparison of point forecast accuracy of model averaging methods in hydrologic applications. Stochastic Environmental Research and Risk Assessment, 24(6), 809-820. https://doi.org/10.1007/s00477-010-0378-z
  • Open Access
    Diks, C., Panchenko, V., & van Dijk, D. (2010). Out-of-sample comparison of copula specifications in multivariate density forecasts. Journal of Economic Dynamics & Control, 34(9), 1596-1609. https://doi.org/10.1016/j.jedc.2010.06.021
  • Vrugt, J. A., Braak, C. J. F., Diks, C. G. H., Robinson, B. A., Hyman, J. M., & Higdon, D. (2009). Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling. International Journal of Nonlinear Sciences and Numerical Simulation, 10(3), 273-290. https://doi.org/10.1515/IJNSNS.2009.10.3.273
Page 6 of 11