The Behavioral and Experimental Economics group has an influential position in this field in the Netherlands and Europe. CREED, the Amsterdam-based group, focuses particularly on three main projects: economics of political decision making; bounded rationality and institutions and experimental economics. The research of the Rotterdam-based group focuses on two broad themes: decision under risk and uncertainty and intertemporal choice.
- Erasmus University Rotterdam
- Econometrics and Operations Research
- Finance, Financial Econometrics, Macroeconometrics, Risk Management, Time Series Econometrics
- Professor of Financial Econometrics
- Dick (D.J.C.) van Dijk
- +31 (0)10 408 1263
- Link to personal website
Key publications by author
- Time-Varying Smooth Transition Autoregressive ModelsJournal of Business & Economic Statistics, Volume 21, 2003 - Issue 1, 104-121.
- New HEAVY Models for Fat-Tailed Realized Covariances and ReturnsJournal of Business & Economic Statistics, Volume 36, 2018 - Issue 4
- Market set-up in advance of Federal Reserve policy rate decisionsThe Economic Journal (2016), 126, 618-653
- Likelihood-Based Scoring Rules for Comparing Density Forecasts in TailsJournal of Econometrics, 2011, 163(2), 215-30