2026 Dick van Dijk: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	54	1121	994	33	30	254	14168

Dick van Dijk publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Dick van Dijk sits on this spectrum.

42 publications 521+

This scientist: 254 publications — 76th percentile

76% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Dick van Dijk D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Dick van Dijk sits on this spectrum.

30 D-Index 101+

This scientist: 54 D-Index — 71st percentile

71% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Dick van Dijk is affiliated with Erasmus University Rotterdam in the Netherlands. Their research primarily covers the broad field of Economics, Econometrics and Finance, with a specific focus on Economics and Econometrics, Finance, and General Economics, Econometrics and Finance as subfields. They also explore topics related to Archeology and Urban Studies.

The scientist's work addresses several key topics, including:

Market Dynamics and Volatility
Financial Risk and Volatility Modeling
Monetary Policy and Economic Impact
Complex Systems and Time Series Analysis
Cultural Heritage Management and Preservation
Cultural Industries and Urban Development
Statistical Methods and Inference

Dick van Dijk has contributed to multiple peer-reviewed publications over recent years. Notable papers include:

Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings, 2020, Journal of Business and Economic Statistics
Moments, shocks and spillovers in Markov-switching VAR models, 2023, Journal of Econometrics
Accelerating peak dating in a dynamic factor Markov-switching model, 2023, International Journal of Forecasting
Pooling Dynamic Conditional Correlation Models, 2021, SSRN Electronic Journal
Robust Observation-Driven Models Using Proximal-Parameter Updates, 2022, SSRN Electronic Journal

In addition to journal articles, Dick van Dijk has published books with the European Organization for Nuclear Research. These include multiple editions of "The Mingei Handbook" and "The Mingei Handbook on Heritage Craft representation and preservation," all published in 2022.

The scientist has collaborated frequently with several co-authors, among them:

Arnaud Dubois
Bram van Os
Xenophon Zabulis
Nikolaos Partarakis
Ilia Adami

Their publications have appeared repeatedly in notable venues, including:

SSRN Electronic Journal
Journal of Business and Economic Statistics
International Journal of Forecasting
Zenodo (CERN European Organization for Nuclear Research)
Journal of Econometrics

Best Publications

Non-Linear Time Series Models in Empirical Finance

Philip Hans Franses;Dick van Dijk

1734
Citations
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Dick van Dijk;Timo Teräsvirta;Philip Hans Franses

1636
Citations
Time Series Models for Business and Economic Forecasting

Philip Hans Franses;Dick van Dijk;Anne Opschoor

732
Citations
Forecasting stock market volatility using (non-linear) Garch models

Philip Hans Franses;Dick Van Dijk

566
Citations
Panel Smooth Transition Regression Models

Andrés González;Timo Teräsvirta;Dick van Dijk;Yukai Yang

485
Citations
Measuring volatility with the realized range

Martin Martens;Dick van Dijk

468
Citations
A Comparison of Biased Simulation Schemes for Stochastic Volatility Models

Roger Lord;Remmert Koekkoek;Dick van Dijk

371
Citations
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination

Timo Teräsvirta;Dick van Dijk;Marcelo C. Medeiros

364
Citations
Testing for Volatility Changes in U.S. Macroeconomic Time Series

Marianne Sensier;Dick van Dijk

321
Citations
Contagion as a domino effect in global stock markets

Thijs Markwat;Erik Kole;Dick van Dijk

280
Citations
Time-Varying Smooth Transition Autoregressive Models

Stefan Lundbergh;Timo Teräsvirta;Dick van Dijk

270
Citations
Modelling Multiple Regimes in the Business Cycle

Dick van Dijk;Philip Hans Franses

270
Citations
A multi‐level panel STAR model for US manufacturing sectors

Dennis Fok;Dick van Dijk;Philip Hans Franses

229
Citations
Stock Selection Strategies in Emerging Markets

Jaap van der Hart;Erica Slagter;Dick van Dijk

215
Citations
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations

Helena Chulia-Soler;Martin Martens;Dick van Dijk

211
Citations
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements

Martin Martens;Dick van Dijk;Michiel de Pooter

188
Citations
Likelihood-based scoring rules for comparing density forecasts in tails

Cees Diks;Valentyn Panchenko;Dick van Dijk

182
Citations
Testing for ARCH in the presence of additive outliers

Dick Van Dijk;Philip Hans Franses;André Lucas

171
Citations
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?

Michiel de Pooter;Martin Martens;Dick van Dijk

162
Citations
Forecasting day-ahead electricity prices: Utilizing hourly prices

Eran Raviv;Kees E. Bouwman;Dick van Dijk;Dick van Dijk;Dick van Dijk

155
Citations

Frequent Co-Authors

Philip Hans Franses Erasmus University Rotterdam

Andre Lucas Vrije Universiteit Amsterdam

Denise R. Osborn University of Manchester

Timo Teräsvirta Aarhus University

Siem Jan Koopman Vrije Universiteit Amsterdam

Christian M. Hafner Université Catholique de Louvain

Norman R. Swanson Rutgers, The State University of New Jersey

A. M. Robert Taylor University of Essex

Jonathan H. Wright Johns Hopkins University

Bart Frijns Auckland University of Technology

External Links

Personal website of Dick van Dijk Google Scholar page

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