Dr. Dick Van Dijk

Professor

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Biography

Dick van Dijk is a professor of Financial Econometrics at the Econometric Institute within the Erasmus School of Economics. His primary research interests include volatility modeling, forecasting, high-frequency data analysis, asset return predictability, business cycle analysis, and non-linear time series analysis. He has published widely in major journals such as the Economic Journal, International Journal of Forecasting, Journal of Applied Econometrics, Journal of Business & Economic Statistics, Journal of Econometrics, and Review of Economics and Statistics, as well as Review of Finance. He received his PhD in Econometrics cum laude from Erasmus University Rotterdam in 1999, further establishing his expertise in the field. Van Dijk is actively involved in editorial work, serving as an editor for prominent journals, and he contributes significantly to the field through his teaching of courses related to Quantitative Methods in Finance and Advanced Time Series Econometrics.

Research Interests

Experience

Professor

2000-01-01 — Present

Erasmus School of Economics • Rotterdam, Netherlands

Full professor in Financial Econometrics, involved in research and teaching.

Courses

Quantitative Methods Finance Machine Learning Seminar Financial Case Studies Major & Master Orientation (Econometrics) Internship Hub Advanced Time Series Econometrics

Requirements for Erasmus University Rotterdam

Master Program
Requirements
IELTS
Listening
Required:6.5
Reading
Required:6.5
Writing
Required:6.5
Speaking
Required:6.5
Overall
Required:6.5
TOEFL
Listening
Required:22
Reading
Required:22
Writing
Required:22
Speaking
Required:22
Total
Required:91
Prerequisites
Bachelor degree in Econometrics, Mathematics, Statistics or Industrial Engineering Advanced Mathematics (Calculus, Linear Algebra) Applied Statistics Econometrics and Time-series analysis
Application Checklist
  • Bachelor diploma or graduation statement
  • Official academic transcript
  • Curriculum Vitae
  • Proof of English proficiency
  • Course descriptions for Mathematics prerequisites
Specialization Notes

Department of Econometrics / MSc Econometrics and Management Science.