Dick van Dijk
Impact in
- Finance top 0.1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Global Financial Crisis and Policies
-
- Monetary Policy and Economic Impact
Papers in
-
- Market Dynamics and Volatility 66
- Complex Systems and Time Series Analysis 43
- Finance 95
- Financial Risk and Volatility Modeling 66
- Financial Markets and Investment Strategies 37
- Stochastic processes and financial applications 16
- Co-authors
- Philip Hans Franses (47 shared papers)Timo Teräsvirta (7 shared papers)Martin Martens (11 shared papers)Marianne Sensier (5 shared papers)Michiel De Pooter (8 shared papers)André Lucas (9 shared papers)Roger Lord (2 shared papers)Richard Paap (13 shared papers)
- Journals
- International Journal of Forecasting (12 papers)Journal of Econometrics (7 papers)Journal of Business and Economic Statistics (6 papers)Journal of Applied Econometrics (5 papers)Journal of Forecasting (5 papers)
- Partner nations
- NetherlandsUnited StatesUnited Kingdom
In The Last Decade
Dick van Dijk
176 papers receiving 6.1k citations
Dick van Dijk's Hit Papers
Peers
Comparison fields: 5 of 129
- Finance 3.7k
- General Economics, Econometrics and Finance 2.9k
- Economics and Econometrics 4.3k
- Management Science and Operations Research 943
- Statistics and Probability 393
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 183 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 | 788 |
| 2 | Nonlinear Time Series Models in Empirical Finance Hit paper breakdown → | 2000 | 732 |
| 3 | 1996 | 278 | |
| 4 | 2006 | 225 | |
| 5 | 2009 | 207 | |
| 6 | 2004 | 192 | |
| 7 | 2005 | 182 | |
| 8 | 2009 | 153 | |
| 9 | 2013 | 140 | |
| 10 | 2009 | 139 | |
| 11 | 2003 | 138 | |
| 12 | 2003 | 131 | |
| 13 | 2009 | 125 | |
| 14 | 2005 | 121 | |
| 15 | 1999 | 120 | |
| 16 | 2011 | 102 | |
| 17 | 2012 | 91 | |
| 18 | 1999 | 91 | |
| 19 | 2015 | 90 | |
| 20 | 2002 | 90 |
About Dick van Dijk
Dick van Dijk is a scholar working on Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research and Accounting, having authored 183 papers that have together received 6.7k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (82 papers), Market Dynamics and Volatility (66 papers), Financial Risk and Volatility Modeling (66 papers), Complex Systems and Time Series Analysis (43 papers), Financial Markets and Investment Strategies (37 papers), Stochastic processes and financial applications (16 papers), Forecasting Techniques and Applications (14 papers) and Corporate Finance and Governance (13 papers). The work is most often cited by research in Finance (3.7k citations), General Economics, Econometrics and Finance (2.9k citations), Economics and Econometrics (4.3k citations), Management Science and Operations Research (943 citations) and Statistics and Probability (393 citations). Dick van Dijk has collaborated with scholars based in Netherlands, United States and United Kingdom. Frequent co-authors include Philip Hans Franses, Timo Teräsvirta, Martin Martens, Marianne Sensier, Michiel De Pooter, André Lucas, Roger Lord, Richard Paap, Erik Kole and Marcelo C. Medeiros. Their work appears in journals such as International Journal of Forecasting, Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics 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.