Search results
Results: 103
Number of items: 103
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Diks, C., & Dindo, P. (2008). Informational differences and learning in an asset market with boundedly rational agents. Journal of Economic Dynamics & Control, 32(5), 1432-1465. https://doi.org/10.1016/j.jedc.2007.06.003
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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. (2008). On density forecast evaluation. Aenorm, 61, 26-30. http://aenorm.nl/artikelen/61-diks.pdf -
Diks, C., & Panchenko, V. (2008). Rank-based entropy tests for serial independence. Studies in Nonlinear Dynamics and Econometrics, 12(1), 1-19. http://www.bepress.com/cgi/viewcontent.cgi?article=1476&context=snde
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Diks, C., & Panchenko, V. (2007). Nonparametric tests for serial independence based on quadratic forms. Statistica Sinica, 17(1), 81-98. http://www3.stat.sinica.edu.tw/statistica/
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Bekiros, S. D., & Diks, C. G. H. (2007). The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality. (CeNDEF Working Paper Universiteit van Amsterdam; No. 07-11). Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/cendef/publications/papers/BD_Manuscript_EE.pdf
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Bekiros, S. D., & Diks, C. (2007). The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing. (CeNDEF Working Paper Universiteit van Amsterdam; No. 07-08). Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/cendef/publications/papers/BD_CeNDEF_07_08.pdf
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