Dick van Dijk
Impact in
- Finance top 0.1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
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- Monetary Policy and Economic Impact
Papers in
-
- Monetary Policy and Economic Impact 55
- Finance 57
- Financial Risk and Volatility Modeling 40
- Financial Markets and Investment Strategies 23
- Stochastic processes and financial applications 8
- Co-authors
- Philip Hans Franses (36 shared papers)Timo Teräsvirta (6 shared papers)Martin P.E. Martens (5 shared papers)Marianne Sensier (5 shared papers)André Lucas (9 shared papers)Michiel D. De Pooter (4 shared papers)Marcelo Cunha Medeiros (2 shared papers)Roger Lord (1 shared paper)
- Journals
- International Journal of Forecasting (12 papers)Journal of Applied Econometrics (7 papers)Journal of Econometrics (6 papers)Journal of Business and Economic Statistics (6 papers)Journal of Forecasting (5 papers)
- Partner nations
- NetherlandsUnited KingdomUnited States
In The Last Decade
Dick van Dijk
117 papers receiving 5.0k citations
Dick van Dijk's Hit Papers
Peers
Comparison fields: 5 of 133
- Finance 2.7k
- General Economics, Econometrics and Finance 2.3k
- Economics and Econometrics 3.4k
- Management Science and Operations Research 815
- Statistics and Probability 328
Countries citing papers authored by Dick van Dijk
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
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-authors
The 25 scholars most cited alongside Dick van Dijk, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 121 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS Hit paper breakdown → | 2002 | 724 |
| 2 | 2000 | 624 | |
| 3 | 1996 | 263 | |
| 4 | 2006 | 195 | |
| 5 | 2009 | 173 | |
| 6 | 2005 | 167 | |
| 7 | 2004 | 154 | |
| 8 | 2013 | 139 | |
| 9 | 2009 | 133 | |
| 10 | 2003 | 128 | |
| 11 | 2009 | 121 | |
| 12 | 2005 | 114 | |
| 13 | 2009 | 108 | |
| 14 | 2003 | 105 | |
| 15 | 1999 | 102 | |
| 16 | 2015 | 93 | |
| 17 | 1999 | 88 | |
| 18 | 2011 | 87 | |
| 19 | 2016 | 85 | |
| 20 | 2002 | 82 |
About Dick van Dijk
Dick van Dijk is a scholar working on General Economics, Econometrics and Finance, Finance, Economics and Econometrics, Management Science and Operations Research and Accounting, having authored 121 papers that have together received 5.5k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (55 papers), Market Dynamics and Volatility (51 papers), Financial Risk and Volatility Modeling (40 papers), Complex Systems and Time Series Analysis (23 papers), Financial Markets and Investment Strategies (23 papers), Economic theories and models (9 papers), Corporate Finance and Governance (8 papers) and Stochastic processes and financial applications (8 papers). The work is most often cited by research in Finance (2.7k citations), General Economics, Econometrics and Finance (2.3k citations), Economics and Econometrics (3.4k citations), Management Science and Operations Research (815 citations) and Statistics and Probability (328 citations). Dick van Dijk has collaborated with scholars based in Netherlands, United Kingdom and United States. Frequent co-authors include Philip Hans Franses, Timo Teräsvirta, Martin P.E. Martens, Marianne Sensier, André Lucas, Michiel D. De Pooter, Marcelo Cunha Medeiros, Roger Lord, Richard Paap and Erik Kole. Their work appears in journals such as International Journal of Forecasting, Journal of Applied Econometrics, Journal of Econometrics, Journal of Business and Economic Statistics and Journal of Forecasting.
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.