Zobrazeno 1 - 10
of 183
pro vyhledávání: '"Dick Van Dijk"'
Publikováno v:
Central Bank Review, Vol 22, Iss 4, Pp 129-140 (2022)
This paper examines the lead/lag relations between size-sorted portfolio returns through the lens of financial cycles governing these returns using a novel econometric methodology. Specifically, we develop a Markov-switching vector autoregressive mod
Externí odkaz:
https://doaj.org/article/f7e400073b64478bbac7fea7933eb0a5
Publikováno v:
El Trimestre Económico, Vol 76, Iss 304, Pp 991-1026 (2009)
Externí odkaz:
https://doaj.org/article/6ed314c048cd45389c5fdc6e757301aa
Publikováno v:
Journal of Financial Econometrics, 21(2):nbab008, 528-568. Oxford University Press
We investigate the effect of estimation error on backtests of expected shortfall (ES) forecasts. These backtests are based on first-order conditions of a recently introduced family of jointly consistent loss functions for value-at-risk (VaR) and ES.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2a73d16581876e0aa3d5c1878a94e5f
https://doi.org/10.1093/jjfinec/nbab008
https://doi.org/10.1093/jjfinec/nbab008
Autor:
Erik Kole, Dick van Dijk
Publikováno v:
Journal of Econometrics. Elsevier
To investigate how economies, financial markets or institutions can deal with stress, we often analyze the effects of shocks conditional on being in a recession or a bear market. MSVAR models are perfectly suited for such analyses because they combin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d9a7e9122f0cbff7c2719f55694efbf
https://doi.org/10.2139/ssrn.3924951
https://doi.org/10.2139/ssrn.3924951
Autor:
Bram van Os, Dick van Dijk
Publikováno v:
International Journal of Forecasting.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40049911797c4ea601b6f98feff05812
https://doi.org/10.1016/j.ijforecast.2023.03.005
https://doi.org/10.1016/j.ijforecast.2023.03.005
Autor:
Meia Wippoo, Dick van Dijk, Nikos Partarakis, Xenophon Zabulis, Maria Fasoula, Ilia Adami, Cynthia Beisswenger, Arnaud Dubois, Lucia Panesse, Vito Nitti, Alina Glushkova
Compilation of the the prerequisites and preliminary requirements for a user-centred, inclusive approach to develop technology and experiences for the Cultural Heritage Contexts, specifically focussed on the representation, presentation and preservat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::313cd1a3f6e77fb196f26c399c974db9
Autor:
Xenophon Zabulis, Nikolaos Partarakis, Effie Karuzaki, Carlo Meghini, Danae Kaplanidi, Arnaud Dubois, Cynthia Beisswenger, Dieter Blatt, Chris Ringas, Eleana Tasiopoulou, Dimitrios Menychtas, Alina Glushkova, Brenda Elizabeth Olivas Padilla, Sotiris Manitsaris, Dick van Dijk, Ammar Qammaz, Meia Wippoo, Aggeliki Tsoli, Antonis Argyros, Catherine Cuenca, Anne-Laure Carre, Ilka Neumann, Vito Nitti, Evropi Stefanidi, Ilia Adami, Antonios Chatziantoniou, Valentina Bartalesi, Daniele Metilli, Nikolaos Patsiouras, Paraskevi Doulgeraki, Ulrike Denter, Hansgeorg Hauser
Reports on the three Mingei Pilots which regard the digitalization, preservation and presentation of the crafts of silk weaving, mastic cultivation and glass blowing respectively.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86b75c63611dd3e93990199c58dc5dac
Autor:
Alireza Norouziasas, Amir Tabadkani, Ramin Rahif, Mohamed Amer, Dick van Dijk, Hervé Lamy, Shady Attia
Publikováno v:
Building and Environment. 235:110195
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a96e26c2690d00a19a5f26c1779877c6
https://doi.org/10.1016/j.buildenv.2023.110195
https://doi.org/10.1016/j.buildenv.2023.110195
Autor:
Xenophon Zabulis, Nikolaos Partarakis, Antonis Argyros, Aggeliki Tsoli, Ammar Qammaz, Ilia Adami, Paraskevi Doulgeraki, Effie Karuzaki, Antonios Chatziantoniou, Nikolaos Patsiouras, Evropi Stefanidi, Zinovia Stefanidi, Anastasia Rigaki, Maria Doulgeraki, Antreas Patakos, Sotiris Manitsaris, Alina Glushkova, Brenda Elizabeth Olivas Padilla, Dimitrios Menychtas, Dimitrios Makrygiannis, Carlo Meghini, Valentina Bartalesi, Daniele Metilli, Nadia Magnenat-Thalmann, Evangelia Bakas, Nedjma Cadi, Dick van Dijk, Pam de Sterke, Meia Wippoo, Merel van der Vaart, Chris Ringas, Maria Fasoula, Eleana Tasiopoulou, Danae Kaplanidi, Lucia Pannese, Vito Nitti, Catherine Cuenca, Anne-Laure Carre, Arnaud Dubois, Hansgeorg Hauser, Cynthia Beisswenger, Dieter Blatt, Ilka Neumann, Ulrike Denter
Foreword - Who is this handbook for? This handbook is addressed to persons, social groups, or organisations, interested in the documentation, preservation, and safeguarding of crafts. The targeted audiences of the protocol are: CH professionals, scho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::99696f8669216d6d0723026f72da1590
https://doi.org/10.5281/zenodo.6592656
https://doi.org/10.5281/zenodo.6592656
Autor:
Xenophon Zabulis, Nikolaos Partarakis, Antonis Argyros, Aggeliki Tsoli, Ammar Qammaz, Ilia Adami, Paraskevi Doulgeraki, Effie Karuzaki, Antonios Chatziantoniou, Nikolaos Patsiouras, Evropi Stefanidi, Zinovia Stefanidi, Anastasia Rigaki, Maria Doulgeraki, Antreas Patakos, Sotiris Manitsaris, Alina Glushkova, Brenda Elizabeth Olivas Padilla, Dimitrios Menychtas, Dimitrios Makrygiannis, Carlo Meghini, Valentina Bartalesi, Daniele Metilli, Nadia Magnenat-Thalmann, Evangelia Bakas, Nedjma Cadi, Dick van Dijk, Pam de Sterke, Meia Wippoo, Merel van der Vaart, Chris Ringas, Maria Fasoula, Eleana Tasiopoulou, Danae Kaplanidi, Lucia Pannese, Vito Nitti, Catherine Cuenca, Anne-Laure Carre, Arnaud Dubois, Hansgeorg Hauser, Cynthia Beisswenger, Dieter Blatt, Ilka Neumann, Ulrike Denter
Foreword - Who is this handbook for? This handbook is addressed to persons, social groups, or organisations, interested in the documentation, preservation, and safeguarding of crafts. The targeted audiences of the protocol are: CH professionals, scho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6ffae805725fe0e42088316e0735fb43