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Diks, Cees
103  results:
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1

Identification of causal relationships in non-stationary ti..:

Papana, Angeliki ; Kyrtsou, Catherine ; Kugiumtzis, Dimitris.
Empirical Economics.  , 2022
Link: https://doi.org/10.1007/..
 
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2

New nonparametric measures for instantaneous and granger-ca..:

Diks, Cees ; Wolski, Marcin
Journal of Applied Statistics.  51 (2022)  3 - p. 515-533 , 2022
Link: https://doi.org/10.1080/..
 
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3

Functional Structure in Production Networks:

Mattsson, Carolina E. S. ; Takes, Frank W. ; Heemskerk, Eelke M....
Frontiers in Big Data.  4 (2021)  - p. , 2021
Link: https://doi.org/10.3389/..
 
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4

Comparing density forecasts in a risk management context:

Diks, Cees ; Fang, Hao
International Journal of Forecasting.  36 (2020)  2 - p. 531-551 , 2020
Link: https://doi.org/10.1016/..
 
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5

A Consistent Nonparametric Test for Granger Non-Causality B..:

Diks, Cees ; Fang, Hao
Entropy.  22 (2020)  10 - p. 1123 , 2020
Link: https://doi.org/10.3390/..
 
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6

Dynamic interbank network analysis using latent space model:

Linardi, Fernando ; Diks, Cees ; van der Leij, Marco.
Journal of Economic Dynamics and Control.  112 (2020)  - p. 103792 , 2020
Link: https://doi.org/10.1016/..
 
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7

Identifying booms and busts in house prices under heterogen..:

Bolt, Wilko ; Demertzis, Maria ; Diks, Cees..
Journal of Economic Dynamics and Control.  103 (2019)  - p. 234-259 , 2019
Link: https://doi.org/10.1016/..
 
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8

A generalized CAPM model with asymmetric power distributed ..:

Bao, Te ; Diks, Cees ; Li, Hao
Economic Modelling.  68 (2018)  - p. 611-621 , 2018
Link: https://doi.org/10.1016/..
 
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9

Critical slowing down as an early warning signal for financ..:

Diks, Cees ; Hommes, Cars ; Wang, Juanxi
Empirical Economics.  57 (2018)  4 - p. 1201-1228 , 2018
Link: https://doi.org/10.1007/..
 
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10

Assessment of resampling methods for causality testing: A n..:

Papana, Angeliki ; Kyrtsou, Catherine ; Kugiumtzis, Dimitris..
PLOS ONE.  12 (2017)  7 - p. e0180852 , 2017
Link: https://doi.org/10.1371/..
 
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11

Transfer Entropy for Nonparametric Granger Causality Detect..:

Diks, Cees ; Fang, Hao
Entropy.  19 (2017)  7 - p. 372 , 2017
Link: https://doi.org/10.3390/..
 
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12

Financial networks based on Granger causality: A case study:

Papana, Angeliki ; Kyrtsou, Catherine ; Kugiumtzis, Dimitris.
Physica A: Statistical Mechanics and its Applications.  482 (2017)  - p. 65-73 , 2017
Link: https://doi.org/10.1016/..
 
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13

Can a stochastic cusp catastrophe model explain housing mar..:

Diks, Cees ; Wang, Juanxi
Journal of Economic Dynamics and Control.  69 (2016)  - p. 68-88 , 2016
Link: https://doi.org/10.1016/..
 
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14

Detecting Causality in Non-stationary Time Series Using Par..:

Papana, Angeliki ; Kyrtsou, Catherine ; Kugiumtzis, Dimitris.
Computational Economics.  47 (2015)  3 - p. 341-365 , 2015
Link: https://doi.org/10.1007/..
 
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15

Nonlinear Granger Causality: Guidelines for Multivariate An..:

Diks, Cees ; Wolski, Marcin
Journal of Applied Econometrics.  31 (2015)  7 - p. 1333-1351 , 2015
Link: https://doi.org/10.1002/..
 
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