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Results: 105
Number of items: 105
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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 -
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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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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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
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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., & 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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