DJC (Dick) van Dijk

Prof. Dr. DJC (Dick) van Dijk is a Full Professor of Financial Econometrics at the Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam. He received his PhD in Econometrics cum laude from Erasmus University Rotterdam in 1999.

His research spans:

• Volatility modeling and forecasting
• Analysis of high-frequency financial data
• Predictability of asset returns
• Business cycle dynamics
• Non-linear time series methodologies

He has published extensively in premier journals including the Journal of Econometrics, Review of Economics and Statistics, and Journal of Business and Economic Statistics, focusing on empirical finance and econometric theory.

Honors:

• PhD conferred cum laude (1999)