Dick van Dijk

Prof. Dr. Dick van Dijk is a distinguished Professor of Financial Econometrics at the Econometric Institute, Erasmus School of Economics, at Erasmus University Rotterdam. His research focuses on key areas such as volatility modeling and forecasting, high-frequency data analysis, asset return predictability, business cycle analysis, and nonlinear time series analysis. He has published extensively in leading academic journals, including the International Journal of Forecasting, Journal of Applied Econometrics, and Journal of Banking and Finance. Dr. van Dijk is also a co-author of influential textbooks, including Nonlinear Time Series Models in Empirical Finance and Time Series Models for Business and Economic Forecasting. He earned his PhD in econometrics cum laude from Erasmus University Rotterdam in 1999, and his contributions to the field have made him a prominent figure in financial econometrics and forecasting methodologies.