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Publications by Dick van Dijk

Dynamic Factor Models for the Volatility Surface

Advances in Econometrics

English

Intraday Price Discovery in Fragmented Markets

Journal of Financial Markets

English

Combining Expert-Adjusted Forecasts

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Measuring Volatility With the Realized Range

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

SETS, Arbitrage Activity, and Stock Price Dynamics

Journal of Banking and Finance

English

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