Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 105
Number of items: 105
  • Open Access
    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
  • Open Access
    Dindo, P. D. E. (2007). Bounded rationality and heterogeneity in economic dynamic model. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
  • Diks, C. G. H. (2006). Comments on 'Global Sunspots in OLG Models'. Journal of Macroeconomics, 28(1), 46-50. https://doi.org/10.1016/j.jmacro.2005.10.004
  • Diks, C. G. H., & Panchenko, V. (2006). A new statistic and practical guidelines for nonparametric Granger causality testing. Journal of Economic Dynamics & Control, 30(9-10), 1647-1669. https://doi.org/10.1016/j.jedc.2005.08.008
  • Vrugt, J. A., Clark, M. P., Diks, C. G. H., Duan, Q., & Robinson, B. A. (2006). Multi-objective calibration of forecast ensembles using Bayesian model averaging. Geophysical Research Letters, 33(19), Article L19817. https://doi.org/10.1029/2006GL027126
  • Open Access
    Panchenko, V. (2006). Nonparametric methods in economics and finance : dependence, causality and prediction. [Thesis, fully internal, Universiteit van Amsterdam].
  • Vrugt, J. A., Diks, C. G. H., Gupta, H. V., Bouten, W., & Verstraten, J. M. (2005). Improved treatment of uncertainty in hydrologic modelling: combining the strengths of global optimisation and data assimilation. Water Resources Research, 41(1), Article W01017. https://doi.org/10.1029/2004WR003059
  • Diks, C. G. H. (2004). The correlation dimension of returns with stochastic volatility. Quantitative Finance, 4(1), 45-54. https://doi.org/10.1088/1469-7688/4/1/004
  • Diks, C. G. H. (2004). Boostrapping the BDS test for serial independence. Resampling with or without replacement? Medium Econometrische Toepassingen, 12(2), 4-7.
  • Vrugt, J. A., Diks, C. G. H., Bouten, W., & Verstraten, J. M. (2004). Improved treatment of uncertainty in hydrologic modeling. In Proceedings of the British Hydrological Society International Conference (Vol. 1, pp. 389-397). Imperial College London.
Page 9 of 11