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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Cees G. H. Diks · Study

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Cees G. H. Diks

13 works· latest 2017· 3 institutionscluster: provisionalORCID 0009-0006-1455-5068

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Citations2,485

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Most cited in this library

A new statistic and practical guidelines for nonparametric Granger causality testing2006 · 962 citations
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality2008 · 351 citations
A Note on the Hiemstra-Jones Test for Granger Non-causality2005 · 246 citations
Reversibility as a criterion for discriminating time series1995 · 168 citations
Likelihood-based scoring rules for comparing density forecasts in tails2011 · 149 citations

Works

13 shown

Financial networks based on Granger causality: A case study

Physica A Statistical Mechanics and its Applications·2017·4 authors

80citations

Nonlinear Granger Causality: Guidelines for Multivariate Analysis

Journal of Applied Econometrics·2015·2 authors

79citations

Simulation Study of Direct Causality Measures in Multivariate Time Series

Entropy·2013·4 authors·Open access

103citations

Likelihood-based scoring rules for comparing density forecasts in tails

Journal of Econometrics·2011·3 authors·Open access

149citations

Out-of-sample comparison of copula specifications in multivariate density forecasts

Journal of Economic Dynamics and Control·2010·3 authors·Open access

69citations

The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing

Journal of Macroeconomics·2008·2 authors

·Open access

64citations

The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality

Energy Economics·2008·2 authors·Open access

351citations

A new statistic and practical guidelines for nonparametric Granger causality testing

Journal of Economic Dynamics and Control·2006·2 authors

962citations

A Note on the Hiemstra-Jones Test for Granger Non-causality

Studies in Nonlinear Dynamics and Econometrics·2005·2 authors·Open access

246citations

Herding, a-synchronous updating and heterogeneity in memory in a CBS

Journal of Economic Dynamics and Control·2004·2 authors

96citations

Endogenous Noise from Continuous Choice

RePEc: Research Papers in Economics·2002·2 authors·preprint

0citations

Detecting differences between delay vector distributions

Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics·1996·4 authors

118citations

Reversibility as a criterion for discriminating time series

Physics Letters A·1995·4 authors

168citations