Search results
Results: 103
Number of items: 103
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Diks, C. (2009). Nonparametric tests for independence. In R. Meyers (Ed.), Encyclopedia of Complexity and Systems Science Springer Verlag. http://www1.fee.uva.nl/cendef/upload/6/ecss_diks_r1.pdf
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de Gooijer, J. G., Diks, C. G. H., & Gatarek, L. T. (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (CeNDEF working paper; No. 09-13). CeNDEF. http://www1.fee.uva.nl/cendef/publications/papers/nfda_CeNDEF_WP_0913.pdf -
de Gooijer, J. G., Diks, C. G. H., & Gatarek, L. T. (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (UvA-Econometrics discussion paper; No. 2009/02). Faculteit Economie en Bedrijfskunde. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/E2D851F14151A810C125767300758861/$file/0902.pdf
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de Gooijer, J. G., Diks, C. G. H., & Gatarek, L. T. (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (Tinbergen Institute discussion paper; No. TI 2009-107/4). Tinbergen Institute. http://www.tinbergen.nl/discussionpapers/09107.pdf
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Diks, C., Panchenko, V., & van Dijk, D. (2008). Out-of-sample comparison of copula specifications in multivariate density forecasts. (Tinbergen Institute discussion papers; No. TI 2008-105/4). Tinbergen Instituut. http://www.tinbergen.nl/ti-publications/discussion-papers.php?paper=1413
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Diks, C., Panchenko, V., & van Dijk, D. (2008). Out-of-sample comparison of copula specifications in multivariate density forecasts. (CeNDEF working papers; No. 08-10). Afdeling Kwantitatieve Economie. http://www1.fee.uva.nl/cendef/publications/papers/cendef_wp_0810.pdf
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Diks, C., Panchenko, V., & van Dijk, D. (2008). Partial likelihood-based scoring rules for evaluating density forecasts in tails. (CeNDEF working papers; No. 08-03). Afdeling Kwantitatieve Economie. http://www1.fee.uva.nl/cendef/publications/papers/wlr_cendef_wp.pdf
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Diks, C. G. H., & Wagener, F. O. O. (2008). A bifurcation theory for a class of discrete time Markovian stochastic systems. Physica D, 237(24), 3297-3306. https://doi.org/10.1016/j.physd.2008.07.021
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Diks, C., Hommes, C., Panchenko, V., & van der Weide, R. (2008). E&F Chaos: a user friendly software package for nonlinear economic dynamics. Computational Economics, 32(1-2), 221-244. https://doi.org/10.1007/s10614-008-9130-x
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Vrugt, J. A., Diks, C. G. H., & Clark, M. (2008). Ensemble Bayesian model averaging using Markov Chain Monte Carlo sampling. Environmental Fluid Dynamics, 8(5-6), 579-595. https://doi.org/10.1007/s10652-008-9106-3
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