D. Vandijk

Economics and Econometrics · 2004

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Vandijk trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Donald W. K. Andrews
  2. A. Ng
  3. Yongmiao Hong
  4. Monica Billio
  5. Loriana Pelizzon
  6. E. Andreou
  7. Theologos Pantelidis
  8. M. Sensier

Papers from D. Vandijk's perspective

Ordered by how strongly the researchers D. Vandijk trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Volatility spillover effects from Japan and the US to the Pacific–Basin
  2. Tests for Parameter Instability and Structural Change with Unknown Change Point
  3. A test for volatility spillover with application to exchange rates
  4. Detecting multiple breaks in financial market volatility dynamics
  5. Testing for Volatility Changes in U.S. Macroeconomic Time Series (Review of Economics and Statistics)
  6. Testing for Granger causality in variance in the presence of causality in mean
  7. Volatility and shocks spillover before and after EMU in European stock markets
  8. Generalized autoregressive conditional heteroskedasticity
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. A New Approach to Measuring Financial Contagion

Their papers