Search results
Results: 103
Number of items: 103
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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
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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. 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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Bekiros, S. D., & Diks, C. G. H. (2008). The nonlinear dynamic relationship of exchange rates: parametric and nonparametric causality testing. Journal of Macroeconomics, 30(4), 1641-1650. https://doi.org/10.1016/j.jmacro.2008.04.001
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Bekiros, S. D., & Diks, C. G. H. (2008). The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality. Energy Economics, 30(5), 2673-2685. https://doi.org/10.1016/j.eneco.2008.03.006
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Diks, C., Panchenko, V., & van Dijk, D. (2008). Partial likelihood-based scoring rules for evaluating density forecasts in tails. (Tinbergen Institute discussion papers; No. TI 2008-050/4). Tinbergen Instituut. http://www.tinbergen.nl/ti-publications/discussion-papers.php?paper=981
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