Dick van Dijk

10.6k total citations · 2 hit papers
172 papers, 6.1k citations indexed

About

Dick van Dijk is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Dick van Dijk has authored 172 papers receiving a total of 6.1k indexed citations (citations by other indexed papers that have themselves been cited), including 105 papers in Economics and Econometrics, 89 papers in Finance and 81 papers in General Economics, Econometrics and Finance. Recurrent topics in Dick van Dijk's work include Monetary Policy and Economic Impact (81 papers), Market Dynamics and Volatility (62 papers) and Financial Risk and Volatility Modeling (61 papers). Dick van Dijk is often cited by papers focused on Monetary Policy and Economic Impact (81 papers), Market Dynamics and Volatility (62 papers) and Financial Risk and Volatility Modeling (61 papers). Dick van Dijk collaborates with scholars based in Netherlands, United States and United Kingdom. Dick van Dijk's co-authors include Philip Hans Franses, Timo Teräsvirta, Martin Martens, Marianne Sensier, Michiel De Pooter, André Lucas, Roger Lord, Richard Paap, Erik Kole and Helena Chuliá and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Economic Journal and The Review of Economics and Statistics.

In The Last Decade

Dick van Dijk

168 papers receiving 5.6k citations

Hit Papers

SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF REC... 2000 2026 2008 2017 2002 2000 200 400 600

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Dick van Dijk Netherlands 39 4.0k 3.4k 2.7k 830 397 172 6.1k
Andrew J. Patton United States 39 5.0k 1.2× 5.2k 1.5× 2.2k 0.8× 739 0.9× 506 1.3× 99 7.0k
Robert B. Litterman United States 24 3.5k 0.9× 3.6k 1.1× 3.1k 1.1× 1.5k 1.8× 420 1.1× 47 6.5k
Stephen J. Taylor United Kingdom 35 4.2k 1.0× 4.7k 1.4× 1.8k 0.7× 791 1.0× 271 0.7× 97 5.9k
Stephen J. Leybourne United Kingdom 33 4.4k 1.1× 2.3k 0.7× 3.5k 1.3× 813 1.0× 161 0.4× 137 5.9k
Lucrezia Reichlin United Kingdom 37 5.6k 1.4× 3.1k 0.9× 5.7k 2.1× 1.0k 1.3× 190 0.5× 100 8.1k
Yin‐Wong Cheung United States 45 6.5k 1.6× 4.7k 1.4× 5.4k 2.0× 695 0.8× 625 1.6× 207 9.0k
George Kapetanios United Kingdom 34 4.5k 1.1× 1.9k 0.5× 3.3k 1.2× 582 0.7× 229 0.6× 220 5.8k
Adrian Pagan Australia 28 5.2k 1.3× 3.3k 1.0× 3.9k 1.4× 577 0.7× 582 1.5× 99 7.7k
Richard T. Baillie United States 40 8.4k 2.1× 8.0k 2.3× 5.1k 1.8× 697 0.8× 384 1.0× 103 10.7k
Roberto S. Mariano United States 20 4.2k 1.0× 2.9k 0.8× 3.3k 1.2× 1.6k 1.9× 224 0.6× 73 6.7k

Countries citing papers authored by Dick van Dijk

Since Specialization
Citations

This map shows the geographic impact of Dick van Dijk's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Dick van Dijk with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dick van Dijk more than expected).

Fields of papers citing papers by Dick van Dijk

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Dick van Dijk. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Dick van Dijk. The network helps show where Dick van Dijk may publish in the future.

Co-authorship network of co-authors of Dick van Dijk

This figure shows the co-authorship network connecting the top 25 collaborators of Dick van Dijk. A scholar is included among the top collaborators of Dick van Dijk based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Dick van Dijk. Dick van Dijk is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Dijk, Dick van, et al.. (2024). Does economic uncertainty predict real activity in real time?. International Journal of Forecasting. 41(2). 748–762. 1 indexed citations
2.
Wel, Michel van der, et al.. (2017). Intraday price discovery in fragmented markets. Data Archiving and Networked Services (DANS). 27 indexed citations
3.
Petrelli, Daniela, Mark T. Marshall, Elena Not, et al.. (2016). meSch: Internet of Things and Cultural Heritage. Virtual Community of Pathological Anatomy (University of Castilla La Mancha). 6(1). 15–22. 10 indexed citations
4.
Dijk, Dick van, et al.. (2014). Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements. EUR Research Repository (Erasmus University Rotterdam). 86 indexed citations
5.
Opschoor, Anne, Dick van Dijk, & Michel van der Wel. (2014). Improving Density Forecasts and Value-at- \nRisk Estimates by Combining Densities. Data Archiving and Networked Services (DANS). 3 indexed citations
6.
Martens, Martin, et al.. (2012). Realized mixed-frequency factor models for vast dimensional covariance estimation. Data Archiving and Networked Services (DANS). 11 indexed citations
7.
Pooter, Michiel De, Francesco Ravazzolo, & Dick van Dijk. (2010). Term Structure Forecasting using Macro Factors and Forecast Combination. International Finance Discussion Paper. 2010.0(993). 1–49. 25 indexed citations
8.
Dijk, Dick van, et al.. (2007). A Recommitment Strategy for Long Term Private Equity Fund Investors. ERIM report series research in management. 2 indexed citations
9.
Heij, Christiaan, Patrick J. F. Groenen, & Dick van Dijk. (2006). Time series forecasting by principal covariate regression. RePEc: Research Papers in Economics. 5 indexed citations
10.
Heij, Christiaan, Dick van Dijk, & Patrick J. F. Groenen. (2006). Improved Construction of diffusion indexes for macroeconomic forecasting. RePub (Erasmus University Rotterdam). 1 indexed citations
11.
Fidrmuc, Jana P., Peter Roosenboom, & Dick van Dijk. (2006). Do private equity investors take firms private for different reasons. SSRN Electronic Journal. 3 indexed citations
12.
Pooter, Michiel De & Dick van Dijk. (2004). Testing for changes in volatility in heteroskedastic time series - a further examination. RePEc: Research Papers in Economics. 15 indexed citations
13.
Teräsvirta, Timo, et al.. (2003). The Effects of Institutional and Technological Change and Business Cycle Fluctuations on Seasonal Patterns in Quarterly Industrial Production Series. SSRN Electronic Journal. 7 indexed citations
14.
Dijk, Dick van, Timo Teräsvirta, & Philip Hans Franses. (2002). SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. Econometric Reviews. 21(1). 1–47. 746 indexed citations breakdown →
15.
Franses, Philip Hans, et al.. (2000). Seasonal smooth transition autoregression. RePub (Erasmus University, Rotterdam). 6 indexed citations
16.
Dijk, Dick van, Philip Hans Franses, & Richard Paap. (2000). A nonlinear long memory model for US unemployment. RePEc: Research Papers in Economics. 4 indexed citations
17.
Dijk, Dick van, et al.. (1998). Does the absence of cointegration explain the typical findings in long horizon regressions. RePub (Erasmus University Rotterdam). 31 indexed citations
18.
Escribano, Álvaro, Philip Hans Franses, & Dick van Dijk. (1998). Nonlinearities and outliers: robust specification of STAR models. RePub (Erasmus University, Rotterdam). 4 indexed citations
19.
Franses, Philip Hans, et al.. (1998). Forecasting volatility with switching persistence GARCH models. Data Archiving and Networked Services (DANS). 7 indexed citations
20.
Dijk, Dick van & Philip Hans Franses. (1997). Nonlinear Error-Correction Models for Interest Rates in The Netherlands. EUR Research Repository (Erasmus University Rotterdam). 51 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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