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1

Financial networks based on Granger causality: A case study

Papana, Angeliki, Kyrtsou, Catherine, Kugiumtzis, Dimitris, Diks, Cees

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 469 KB

english, 2017

2

Testing the order of discrete Markov chains using surrogate data

Marcel J. van der Heyden, Cees G.C. Diks, Bart P.T. Hoekstra, Jacob DeGoede

Journal:

Physica D: Nonlinear Phenomena

Year:

1998

Language:

english

File:

PDF, 1.06 MB

english, 1998

3

Hydrologic data assimilation using particle Markov chain Monte Carlo simulation: Theory, concepts and applications

Vrugt, Jasper A., ter Braak, Cajo J.F., Diks, Cees G.H., Schoups, Gerrit

Journal:

Advances in Water Resources

Year:

2013

Language:

english

File:

PDF, 1.70 MB

english, 2013

4

Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data

Papana, Angeliki, Kyrtsou, Catherine, Kugiumtzis, Dimitris, Diks, Cees

Journal:

Computational Economics

Year:

2016

Language:

english

File:

PDF, 537 KB

english, 2016

5

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

Stelios D. Bekiros, Cees G.H. Diks

Journal:

Energy Economics

Year:

2008

Language:

english

File:

PDF, 644 KB

english, 2008

6

A new statistic and practical guidelines for nonparametric Granger causality testing

Cees Diks, Valentyn Panchenko

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 257 KB

english, 2006

7

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

Cees Diks, Valentyn Panchenko, Dick van Dijk

Journal:

Journal of Economic Dynamics and Control

Year:

2010

Language:

english

File:

PDF, 319 KB

english, 2010

8

Ensemble Bayesian model averaging using Markov Chain Monte Carlo sampling

Jasper A. Vrugt, Cees G. H. Diks, Martyn P. Clark

Journal:

Environmental Fluid Mechanics

Year:

2008

Language:

english

File:

PDF, 1.29 MB

english, 2008

9

Comments on “Global sunspots in OLG models”

Journal:

Journal of Macroeconomics

Year:

2006

Language:

english

File:

PDF, 99 KB

english, 2006

10

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

Stelios D. Bekiros, Cees G.H. Diks

Journal:

Journal of Macroeconomics

Year:

2008

Language:

english

File:

PDF, 301 KB

english, 2008

11

Improved treatment of uncertainty in hydrologic modeling: Combining the strengths of global optimization and data assimilation

Vrugt, Jasper A., Diks, Cees G. H., Gupta, Hoshin V., Bouten, Willem, Verstraten, Jacobus M.

Journal:

Water Resources Research

Year:

2005

Language:

english

File:

PDF, 1.01 MB

english, 2005

12

The correlation dimension of returns with stochastic volatility

Journal:

Quantitative Finance

Year:

2004

Language:

english

File:

PDF, 201 KB

english, 2004

13

Early Life Physical Activity and Cognition at Old Age

Dik, Miranda G., Deeg, Dorly J.H., Visser, Marjolein, Jonker, Cees

Journal:

Journal of Clinical and Experimental Neuropsychology

Year:

2003

Language:

english

File:

PDF, 116 KB

english, 2003

14

Simulation Study of Direct Causality Measures in Multivariate Time Series

Papana, Angeliki, Kyrtsou, Catherine, Kugiumtzis, Dimitris, Diks, Cees

Journal:

Year:

2013

Language:

english

File:

PDF, 2.97 MB

english, 2013

15

Nonlinear Time Series Analysis (Methods and Applications) || NONLINEAR DYNAMICAL SYSTEMS

Year:

1999

Language:

english

File:

PDF, 9.84 MB

english, 1999

16

Nonlinear Granger Causality: Guidelines for Multivariate Analysis

Diks, Cees, Wolski, Marcin

Journal:

Journal of Applied Econometrics

Year:

2015

Language:

english

File:

PDF, 912 KB

english, 2015

17

Somatic chronic diseases and 6-year change in cognitive functioning among older persons

Hannie C. Comijs, Didi M.W. Kriegsman, Miranda G. Dik, Dorly J.H. Deeg, Cees Jonker, Wim A.B. Stalman

Journal:

Archives of Gerontology and Geriatrics

Year:

2009

Language:

english

File:

PDF, 148 KB

english, 2009

18

Likelihood-based scoring rules for comparing density forecasts in tails

Cees Diks, Valentyn Panchenko, Dick van Dijk

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 727 KB

english, 2011

19

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

Cees Diks, Roy van der Weide

Journal:

Journal of Economic Dynamics and Control

Year:

2005

Language:

english

File:

PDF, 309 KB

english, 2005

20

Computing in economics and finance

Jim Bullard, Cees Diks, Florian Wagener

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 78 KB

english, 2006

21

Informational differences and learning in an asset market with boundedly rational agents

Cees Diks, Pietro Dindo

Journal:

Journal of Economic Dynamics and Control

Year:

2008

Language:

english

File:

PDF, 1.25 MB

english, 2008

22

Redundancies in the Earth's climatological time series

Cees Diks, Manfred Mudelsee

Journal:

Physics Letters A

Year:

2000

Language:

english

File:

PDF, 191 KB

english, 2000

23

Comparison of point forecast accuracy of model averaging methods in hydrologic applications

Cees G. H. Diks, Jasper A. Vrugt

Journal:

Stochastic Environmental Research and Risk Assessment

Year:

2010

Language:

english

File:

PDF, 378 KB

english, 2010

24

E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics

Cees Diks, Cars Hommes, Valentyn Panchenko, Roy van der Weide

Journal:

Computational Economics

Year:

2008

Language:

english

File:

PDF, 7.63 MB

english, 2008

25

Nonlinear Analysis of Epicardial Atrial Electrograms of Electrically Induced Atrial Fibrillation in Man

BART P.T. HOEKSTRA, CEES G.H. DIKS, MAURITS A. ALLESSIE, JACOB De GOEDB

Journal:

Journal of Cardiovascular Electrophysiology

Year:

1995

Language:

english

File:

PDF, 8.48 MB

english, 1995

26

Inflammatory markers in AD and MCI patients with different biomarker profiles

Alie Schuitemaker, Miranda G. Dik, Robert Veerhuis, Philip Scheltens, Niki S.M. Schoonenboom, C. Erik Hack, Marinus A. Blankenstein, Cees Jonker

Journal:

Neurobiology of Aging

Year:

2009

Language:

english

File:

PDF, 128 KB

english, 2009

27

Inflammatory markers in AD and MCI patients with different biomarker profiles—interpretation of serum and CSF levels

Alie Schuitemaker, Miranda G. Dik, Robert Veerhuis, Philip Scheltens, Niki S.M. Schoonenboom, C. Erik Hack, Marinus A. Blankenstein, Cees Jonker

Journal:

Neurobiology of Aging

Year:

2010

Language:

english

File:

PDF, 161 KB

english, 2010

28

The role of lipoproteins and inflammation in cognitive decline: Do they interact?

Tessa N. van den Kommer, Miranda G. Dik, Hannie C. Comijs, Cees Jonker, Dorly J.H. Deeg

Journal:

Neurobiology of Aging

Year:

2012

Language:

english

File:

PDF, 1.39 MB

english, 2012

29

The role of extracerebral cholesterol homeostasis and ApoE e4 in cognitive decline

Tessa N. van den Kommer, Miranda G. Dik, Hannie C. Comijs, Dieter Lütjohann, Paul Lips, Cees Jonker, Dorly J.H. Deeg

Journal:

Neurobiology of Aging

Year:

2012

Language:

english

File:

PDF, 596 KB

english, 2012

30

Detecting serial dependence in tail events: a test dual to the BDS test

Journal:

Economics Letters

Year:

2003

Language:

english

File:

PDF, 91 KB

english, 2003

31

Apolipoprotein E ε4 and stroke are independent risk factors of cognitive decline: Results from a population-based study

Miranda G. Dik, Dorly J.H. Deeg, Astrid Kok, Cees Jonker

Journal:

Neurobiology of Aging

Year:

2000

Language:

english

File:

PDF, 176 KB

english, 2000

32

Insulin-like growth factor I (IGF-I) and cognitive decline in older persons

Miranda G Dik, Saskia M.F Pluijm, Cees Jonker, Dorly J.H Deeg, Marie Z Lomecky, Paul Lips

Journal:

Neurobiology of Aging

Year:

2003

Language:

english

File:

PDF, 108 KB

english, 2003

33

Erratum to “Insulin-like growth factor I (IGF-I) and cognitive decline in older persons” [Neurobiology of Aging 24 (2003) 573–581]

Miranda G. Dik, Saskia M.F. Pluijm, Cees Jonker, Dorly J.H. Deeg, Marie Z. Lomecky, Paul Lips

Journal:

Neurobiology of Aging

Year:

2004

Language:

english

File:

PDF, 28 KB

english, 2004

34

Human Rad50/Mre11 Is a Flexible Complex that Can Tether DNA Ends

Martijn de Jager, John van Noort, Dik C. van Gent, Cees Dekker, Roland Kanaar, Claire Wyman

Journal:

Year:

2001

Language:

english

File:

PDF, 253 KB

english, 2001

35

Moderately elevated plant sterol levels are associated with reduced cardiovascular risk—The LASA study

Klaus Fassbender, Dieter Lütjohann, Miranda G. Dik, Marijke Bremmer, Jochem König, Silke Walter, Yang Liu, Maryse Letièmbre, Klaus von Bergmann, Cees Jonker

Journal:

Atherosclerosis

Year:

2008

Language:

english

File:

PDF, 106 KB

english, 2008

36

P2-132: Inflammatory markers in MCI and AD patients with different biomarker profiles

Alie Schuitemaker, Miranda G. Dik, Niki S. Schoonenboom, Astrid Kok, Evert-Jan van Elk, Philip Scheltens, Cees Jonker

Journal:

Alzheimer's & Dementia

Year:

2006

Language:

english

File:

PDF, 57 KB

english, 2006

37

More memory under evolutionary learning may lead to chaos

Cees Diks, Cars Hommes, Paolo Zeppini

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2013

Language:

english

File:

PDF, 555 KB

english, 2013

38

Multi-objective calibration of forecast ensembles using Bayesian model averaging

Vrugt, Jasper A., Clark, Martyn P., Diks, Cees G. H., Duan, Qinyun, Robinson, Bruce A.

Journal:

Geophysical Research Letters

Year:

2006

Language:

english

File:

PDF, 338 KB

english, 2006

39

Efficient implementation of the Gaussian kernel algorithm in estimating invariants and noise level from noisy time series data

Yu, Dejin, Small, Michael, Harrison, Robert G., Diks, Cees

Journal:

Physical Review E

Year:

2000

Language:

english

File:

PDF, 111 KB

english, 2000

40

CELLULAR MEMBRANE ASSOCIATED MUCINS IN ARTIFICIAL URINE AS MEDIATORS OF CRYSTAL ADHESION: AN IN VITRO ENTEROCYSTOPLASTY MODEL

MATHOERA, REJIV B., KOK, DIK J., VISSER, WILLEM J., VERDUIN, CEES M., NIJMAN, RIEN J.M.

Journal:

The Journal of Urology

Year:

2001

Language:

english

File:

PDF, 873 KB

english, 2001

41

Classification models for early identification of persons at risk for dementia

Van Den Kommer, Tessa N., Bontempo, Daniel E., Comijs, Hannie C., Hofer, Scott M., Dik, Miranda G., Piccinin, Andrea M., Jonker, Cees, Deeg, Dorly J.H., Johansson, Boo

Journal:

Alzheimer's & Dementia

Year:

2009

Language:

english

File:

PDF, 42 KB

english, 2009

42

P3-137

Dik, Miranda, Penninx, Brenda, Comijs, Hannie, Deeg, Dorly, Kok, Astrid, Yaffe, Kristine, Jonker, Cees

Journal:

Alzheimer's & Dementia

Year:

2006

Language:

english

File:

PDF, 55 KB

english, 2006

43

A Test for Symmetries of Multivariate Probability Distributions

Cees Diks and Howell Tong

Journal:

Year:

1999

Language:

english

File:

PDF, 949 KB

english, 1999

44

Comparing the accuracy of multivariate density forecasts in selected regions of the copula support

Diks, Cees, Panchenko, Valentyn, Sokolinskiy, Oleg, van Dijk, Dick

Journal:

Journal of Economic Dynamics and Control

Year:

2014

Language:

english

File:

PDF, 1.03 MB

english, 2014

45

Quenched peroxyoxalate chemiluminescence as a new detection principle in flow injection analysis and liquid chromatography

Van Zoonen, Piet., Kamminga, Dik A., Gooijer, Cees., Velthorst, Nel H., Frei, Roland W.

Journal:

Analytical Chemistry

Year:

1986

Language:

english

File:

PDF, 558 KB

english, 1986

46

Indolyl alkali-metal ion pairs in the excited state. Part 4.?Their complexes with macrocyclic ligands

Gooijer, Cees, Kamminga, Dik A., Velthorst, Nel H.

Journal:

Journal of the Chemical Society Faraday Transactions 2

Year:

1981

Language:

english

File:

PDF, 430 KB

english, 1981

47

Indolyl alkali-metal ion pairs in the excited state. Part 2. The influence of temperature on the position of the counterion

Gooijer, Cees, Kamminga, Dik A., Velthorst, Nel H.

Journal:

Journal of the Chemical Society Perkin Transactions 2

Year:

1980

Language:

english

File:

PDF, 684 KB

english, 1980

48

Hybridized mechanism of pairing of fermions in single-walled carbon nanotubes

Karnaukhov, Igor N., Diks, Cees G. H.

Journal:

Physical Review B

Year:

2006

Language:

english

File:

PDF, 102 KB

english, 2006

49

Strongly interacting Luttinger liquid states as those inherent in carbon nanotubes

Karnaukhov, Igor N., Kolomytsev, Victor I., Diks, Cees G. H.

Journal:

Physical Review B

Year:

2007

Language:

english

File:

PDF, 95 KB

english, 2007

50

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

Diks, Cees, Panchenko, Valentyn

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2005

Language:

english

File:

PDF, 218 KB

english, 2005