dhr. prof. dr. C.G.H. (Cees) Diks

Lijst

Faculteit Economie en Bedrijfskunde
Sectie Wiskundige Economie & Wiskunde
Valckenierstraat 65
1018 XE Amsterdam
Kamernummer: J/K 2.16
C.G.H.Diks@uva.nl
T: 0205255329

Profile
Software
Publicaties
Nevenwerkzaamheden

Positions

Professor of Data Analysis and Economic Statistics
Co-director of CeNDEF

Education

PhD in Mathematics (nonlinear time series analysis), University of Leiden (1996)
MSc in theoretical physics, University of Utrecht (1991)

Research Interests

Nonlinear time series analysis, dynamical systems, financial time series, non-parametric statistics, hypothesis testing, bootstrap methods, economic dynamics, information flows in financial markets, causality, model uncertainty, state space models, particle filtering.

Nonparametric test for serial independence (version May 2008) [Zip file with C-sources and Linux/Windows executables] See: Diks, C. and Panchenko, V. (2007) Nonparametric Tests for Serial Independence Based on Quadratic Forms, Statistica Sinica, 17, 81-98.

Nonparametric Granger causality test (version June 2008) [Zip file with C-sources and Linux/Windows executables + Matlab code for generating the empirical results (Table 3) of the paper below. Contains a program that calulates p-values for the Hiemstra-Jones test statistic and our statistic. For a program that just calculates p-values for our statistic, seeValentyn Panchenko's software] See: Diks, C. and Panchenko, V. (2006) A new statistic and practical guidelines for nonparametric Granger causality testing, Journal of Economic Dynamics and Control 30 (9-10), 1647-1669.

Test for (time) reversibility (version June 2008) [Zip file with C-sources and Linux/Windows executables] See: Diks, C., Houwelingen, J.C. van, Takens, F. and DeGoede, J. (1995)Reversibility as a criterion for discriminating time series, Physics Letters A 201, 221-228. The program uses the block method described in: Diks, C. (1999) Nonlinear Time Series Analysis: Methods and Applications, Vol. 4 in series "Nonlinear Time Series and Chaos", edited by H. Tong (World Scientific, Singapore). ISBN: 9810235054.

Test for comparing distributions of delay vectors (version July 2008) [Zip file with C-sources and sample data] See: Diks, C., Zwet, W.R. van, Takens, F. and DeGoede, J. (1996)Detecting differences between delay vector distributions, Physical Review E 53, 2169-2176.

refereed(53)
wetenschappelijk(15)
vakpublicatie(5)
working papers / preprints(30)

2014

C. Diks, V. Panchenko, O. Sokolinskiy & D. van Dijk (2014). Comparing the accuracy of multivariate density forecasts in selected regions of the copula support. Journal of Economic Dynamics & Control, 48, 79-94. doi: 10.1016/j.jedc.2014.08.021

2013

A. Papana, C. Kyrtsou, D. Kugiumtzis & C. Diks (2013). Simulation study of direct causality measures in multivariate time series. Entropy, 15 (7), 2635-2661. doi: 10.3390/e15072635
C. Diks, C. Hommes & P. Zeppini (2013). More memory under evolutionary learning may lead to chaos. Physica A : Statistical Mechanics and its Applications, 392 (4), 808-812. doi: 10.1016/j.physa.2012.10.045
J.A. Vrugt, C.J.F. ter Braak, C.G.H. Diks & G. Schoups (2013). Hydrologic data assimilation using particle Markov chain Monte Carlo simulation: theory, concepts and applications. Advances in Water Resources, 51, 457-478. doi: 10.1016/j.advwatres.2012.04.002

2012

C. Diks & T. Makarewicz (2012). Initial predictions in learning-to-forecast experiment. In A. Teglio, S. Alfarano, E. Camacho-Cuena & M. Ginés-Vilar (Eds.), Managing market complexity: the approach of artificial economics (Lecture notes in economics and mathematical systems, 662) (pp. 223-235). Berlin / Heidelberg: Springer-Verlag.
J.G. de Gooijer, C.G.H. Diks & L.T. Gatarek (2012). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. Central European Journal of Economic Modelling and Econometrics, 4 (1), 23-44.[go to publisher's site]

2011

C.G.H. Diks & F.O.O. Wagener (2011). Phenomenological and ratio bifurcations of a class of discrete time stochastic processes. Indagationes Mathematicae, 22 (3-4), 207-221. doi: 10.1016/j.indag.2011.09.007
C. Diks, V. Panchenko & D. van Dijk (2011). Likelihood-based scoring rules for comparing density forecasts in tails. Journal of Econometrics, 163 (2), 215-230. doi: 10.1016/j.jeconom.2011.04.001

2010

C. Diks, V. Panchenko & D. van Dijk (2010). Out-of-sample comparison of copula specifications in multivariate density forecasts. Journal of Economic Dynamics & Control, 34 (9), 1596-1609. doi: 10.1016/j.jedc.2010.06.021[go to publisher's site]
C.G.H. Diks & J.A. Vrugt (2010). Comparison of point forecast accuracy of model averaging methods in hydrologic applications. Stochastic Environmental Research and Risk Assessment, 24 (6), 809-820. doi: 10.1007/s00477-010-0378-z[go to publisher's site]

2009

J.A. Vrugt, C.J.F. Braak, C.G.H. Diks, B.A. Robinson, J.M. Hyman & D. Higdon (2009). Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling. International Journal of Nonlinear Sciences and Numerical Simulation, 10 (3), 273-290.
C. Diks (2009). Nonparametric tests for independence. In R. Meyers (Ed.), Encyclopedia of Complexity and Systems Science. Berlin: Springer Verlag.

2008

C. Diks & V. Panchenko (2008). Rank-based entropy tests for serial independence. Studies in Nonlinear Dynamics and Econometrics, 12 (1), 1-19.[go to publisher's site]
C. Diks & P. Dindo (2008). Informational differences and learning in an asset market with boundedly rational agents. Journal of Economic Dynamics & Control, 32 (5), 1432-1465.
C. Diks, C. Hommes, V. Panchenko & R. van der Weide (2008). E&F Chaos: a user friendly software package for nonlinear economic dynamics. Computational Economics, 32 (1-2), 221-244.
C.G.H. Diks & F.O.O. Wagener (2008). A bifurcation theory for a class of discrete time Markovian stochastic systems. Physica D, 237 (24), 3297-3306.
S.D. Bekiros & C.G.H. Diks (2008). The nonlinear dynamic relationship of exchange rates: parametric and nonparametric causality testing. Journal of Macroeconomics, 30 (4), 1641-1650.
S.D. Bekiros & C.G.H. Diks (2008). The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality. Energy Economics, 30 (5), 2673-2685.
J.A. Vrugt, C.G.H. Diks & M. Clark (2008). Ensemble Bayesian model averaging using Markov Chain Monte Carlo sampling. Environmental Fluid Dynamics, 8 (5-6), 579-595.

2007

C. Diks & V. Panchenko (2007). Nonparametric tests for serial independence based on quadratic forms. Statistica Sinica, 17 (1), 81-98.
I.N. Karnaukhov, V.I. Kolomytsev & C.G.H. Diks (2007). Hybridized mechanism of pairing of fermions in single-walled carbon nanotubes. Physical Review B, 75 (12), 1-4.
I.N. Karnaukhov, V.I. Kolomytsev & C.G.H. Diks (2007). Strongly interacting Luttinger liquid states as those inherent in carbon nanotubes. Physical Review B, 75 (12):125407.

2006

I.N. Karnaukhov & C.G.H. Diks (2006). Hybridized mechanism of pairing of fermions in single-walled carbon nanotubes. Physical Review B, 74 (23).
C.G.H. Diks (2006). Comments on 'Global Sunspots in OLG Models'. Journal of Macroeconomics, 28 (1), 46-50.
C.G.H. Diks & V. Panchenko (2006). A new statistic and practical guidelines for nonparametric Granger causality testing. Journal of Economic Dynamics & Control, 30 (9-10), 1647-1669.
J.A. Vrugt, M.P. Clark, C.G.H. Diks, Q. Duan & B.A. Robinson (2006). Multi-objective calibration of forecast ensembles using Bayesian model averaging. Geophysical Research Letters, 33 (19).

2005

C.G.H. Diks & R. van der Weide (2005). Herding, A-synchronous Updating and Heterogeneity in memory in a CBS. Journal of Economic Dynamics & Control, 29 (4), 741-763.
J.A. Vrugt, C.G.H. Diks, H.V. Gupta, W. Bouten & J.M. Verstraten (2005). Improved treatment of uncertainty in hydrologic modelling: combining the strengths of global optimisation and data assimilation. Water Resources Research, 41 (1), W01017.
C.G.H. Diks & V. Panchenko (2005). A note on the Hiemstra-Jones test for Granger non-causality. Studies in Nonlinear Dynamics and Econometrics, 9 (2), 1-7.
J. Vrugt, C.G.H. Diks, H.V. Gupta, W. Bouten & J.M. Verstraten (2005). Improved Treatment of Uncertainty in Hydrologic Modeling: Combining the Strengths of Global Optimization and Data Assimilation. Water Resources Research, 41 ((jan)), 1-17.

2004

C.G.H. Diks (2004). The correlation dimension of returns with stochastic volatility. Quantitative Finance, 4 (1), 45-54.

2003

C.G.H. Diks (2003). Detecting Serial Dependence in Tail Events. Economics Letters, 97 (3), 319-324. doi: 10.1016/S0165-1765(03)00023-5

2002

C.G.H. Diks & M. van de Velden (2002). Tests for Serial Independence and Linearity Based on Correlation Integrals. Studies in Nonlinear Dynamics and Econometrics, 6 (2), 1-20.
C.G.H. Diks & M. van de Velden (2002). Solution Problem 1/SP01: Conditional Variance of an MA(1 ) process, Problem Section. Statistical Papers, 43, 453-454.

2001

C.G.H. Diks & M. van de Velden (2001). Conditional variance of an MA(1) process. Problem 1/SPO1. Problems and Solutions section. Statistical Papers, 42 (3), 412-412.
C.G.H. Diks & J. DeGoede (2001). A general nonparametric bootstrap test for Granger causality. In H. Broer, B. Krauskopf & G Vegter (Eds.), Global Analysis of Dynamical Systems (pp. 391-403). London: Institute of Physics.
C.G.H. Diks & M. van de Velden (2001). Problems section - Problem 1/SP01: Conditional variance of an MA(1) process. Statistical Papers, 42 (3), 412-412.

2000

B.P.T. Hoekstra & C.G.H. Diks (2000). Spatial correlation analysis of atrial activation patterns during sustained atrial fibrillation in conscious goats. Archives of Physiology and Biochemistry, 108 (4), 1-19.
B.P.T. Hoekstra, C.G.H. Diks, M.A. Allessie & J. de Goede (2000). Spatial correlation analysis of the pharmacological conversion of sustained atrial fibrillation in conscious goats by cibenzoline. Archives of Physiology and Biochemistry, 108 (4), 20-36.
D. Yu, M. Small, R.G. Harrison & C.G.H. Diks (2000). An efficient implementation of the Gaussian kernel algorithm in estimating invariants and noise levels from noisy time series data. Physical Review E, 4 (61), 3750-3756. doi: 10.1103/PhysRevE.61.3750
C. Diks & M. Mudelsee (2000). Redundancies in the Earth's climatological time series. Physics Letters A, 275 (5-6), 407-414. doi: 10.1016/S0375-9601(00)00613-7

1999

C.G.H. Diks (1999). On Nonlinear Time Series Analyses - Methods and Applications. In H. Tong (Ed.), Nonlinear Time Series and Chaos, 4. Singapore: World Scientific.
C.G.H. Diks & H. Tong (1999). A test for symmetries of multivariate probability distributions. Biometrika, 86 (3), 605-614.

1998

M.J. van der Heijden, C.G.H. Diks, B.P.T. Hoekstra & J. DeGoede (1998). Testing the order of discrete Markov chains using surrogate data. Physica D, 117 (1-4), 299-313.

1997

C.G.H. Diks, F. Takens & J. DeGoede (1997). Spatiotemporal chaos: A solvable model. Physica D, 104 (3-4), 269-285. doi: http://dx.doi.org/10.1016/S0167-2789(97)83386-6
B.P.T. Hoekstra, C.G.H. Diks, M.A. Allessie & J. DeGoede (1997). Nonlinear analysis of the pharmacological conversion of sustained atrial fibrilation in conscious goats by the classlc drug cobenzoline. Chaos, 7 (3), 430-446. doi: http://dx.doi.org/10.1063/1.166216

1996

M.J. van der Heijden, C.G.H. Diks, J.P.M. Pijn & D.N. Velis (1996). Time reversibility of intracranial human EEG recordings in mesial temporal lobe epilepsy. Physics Letters A, 216 (6), 283-288.
C.G.H. Diks (1996). Estimating invariants of noisy attractors. Physical Review E, 53 (5), R4263-R4266.
C.G.H. Diks, W.R. van Zwet, F. Takens & J. DeGoede (1996). Detecting differences between delay vector distributions. Physical Review E, 53 (3), 2169-2176.

1995

B.P.T. Hoekstra, C.G.H. Diks, M.A. Allessie & J. DeGoede (1995). Nonlinear analysis of epicardial atrial electrograms of electrically induced atrial fibrillation in man. Journal of cardiovascular electrophysiology, 6 (6), 419-440.
C.G.H. Diks, B.P.T. Hoekstra & J. DeGoede (1995). Spiral wave dynamics. Chaos, Solitons and Fractals, 5 (3-4), 645-660.
C.G.H. Diks, J.C. van Houwelingen, F. Takens & J. DeGoede (1995). Reversibility as a criterion for discriminating time series. Physics Letters A, 201 (2-3), 221-228.

1992

Th. Ruijgrok & C.G.H. Diks (1992). Quasicrystalline polymers. Physica A : Statistical Mechanics and its Applications, 183 (1-2), 51-53.

2008

C. Diks, V. Panchenko & D. van Dijk (2008). Out-of-sample comparison of copula specifications in multivariate density forecasts. (intern rapport, Tinbergen Institute discussion papers, no TI 2008-105/4). onbekend: Tinbergen Instituut.
C. Diks, V. Panchenko & D. van Dijk (2008). Partial likelihood-based scoring rules for evaluating density forecasts in tails. (intern rapport, CeNDEF working papers, no 08-03). onbekend: Afdeling Kwantitatieve Economie.
C. Diks, V. Panchenko & D. van Dijk (2008). Partial likelihood-based scoring rules for evaluating density forecasts in tails. (intern rapport, Tinbergen Institute discussion papers, no TI 2008-050/4). onbekend: Tinbergen Instituut.
C. Diks, V. Panchenko & D. van Dijk (2008). Out-of-sample comparison of copula specifications in multivariate density forecasts. (intern rapport, CeNDEF working papers, no 08-10). onbekend: Afdeling Kwantitatieve Economie.

2006

C.G.H. Diks & F.O.O. Wagener (2006). A weak bifurcation theory for discrete time stochastic dynamical systems. (intern rapport, CeNDEF Working Paper, no 06-04). Amsterdam: Faculteit Economie en Bedrijfskunde.
C.G.H. Diks & V. Panchenko (2006). Rank-based entropy tests for serial independence. (intern rapport, CeNDEF Working Paper, no 06-14). Amsterdam: Faculteit Economie en Bedrijfskunde.
C.G.H. Diks & P.D.E. Dindo (2006). Informational differences and learning in an asset market with boundedly rational agents. (intern rapport, CeNDEF Working Paper, no 06-11). Amsterdam: Faculteit Economie en Bedrijfskunde.

2004

C.G.H. Diks (2004). Boostrapping the BDS test for serial independence. Resampling with or without replacement? Medium Econometrische Toepassingen, 12 (2), 4-7.
J.A. Vrugt, C.G.H. Diks, W. Bouten & J.M. Verstraten (2004). Improved treatment of uncertainty in hydrologic modeling. In Proceedings of the British Hydrological Society International Conference (pp. 389-397). London: Imperial College London.

2001

B.P.T. Hoekstra, C.G.H. Diks, M.A. Allessie & J. DeGoede (2001). Nonlinear time series analysis: methods and applications to atrial fibrillation. In V. Barbaro (Ed.), Analysis and processing of cardiac electrograms in atrial fibrilation (37, 3) (pp. 325-334). Annali dell'Istituto Superiore di Sanità.

2000

C.G.H. Diks & M. Mudelsee (2000). Redundancies in the earth's climatological time series. : .
C.G.H. Diks (2000). Dimension estimations, stock returns and volatility clustering. : .

1999

C.G.H. Diks (1999). Nonlinear time series analysis: Methods and applications (NonlinearTime Series and Chaos, Vol. 4). Singapore: World Scientific.
C.G.H. Diks (1999). Dynamical Behavior of Agent Models. In ? ? (Ed.), Proceedings of the 52nd International Statistical Institute (ISI) session. ?: ?.

1994

B.P.T. Hoekstra, C.G.H. Diks, M.A. Allessie & J. DeGoede (1994). Application of nonlinear time series analysis to electrically atrial fibrillation in man. The Journal of Physiology, 479, 68-69.

2013

C. Diks (2013). Complexiteit en economie. . Rede uitgesproken bij de aanvaarding van het ambt van hoogleraar Data-analyse en Economische Statistiek van de Universiteit van Amsterdam (2012, December 13). Amsterdam: Vossiuspers UvA.[go to publisher's site]
M. Wolski & C. Diks (2013). Data sharpening in practice: an application to nonlinear Granger causality. Aenorm, 21 (79), 19-21.[go to publisher's site]

2008

C. Diks (2008). On density forecast evaluation. Aenorm, 61, 26-30.[go to publisher's site]

2006

J. Bullard, C.G.H. Diks & F.O.O. Wagener (2006). Editorial Introduction to the Special Issue on " Computing in Economics and Finance". Journal of Economic Dynamics & Control, 30 (9-10), 1441-1444. doi: 10.1016/j.jedc.2006.03.003

2005

C.G.H. Diks (2005). Econophysics, Ignore it or Explore it? Aenorm, 50 ((DEC)), 11-14.

2014

A. Papana, C. Kyrtsou, D. Kugiumtzis & C. Diks (2014). Identifying causal relationships in case of non-stationary time series. (Preprints, CeNDEF Working Paper, no 14-09). Amsterdam: University of Amsterdam.
A. Papana, C. Kyrtsou, D. Kugiumtzis & C. Diks (2014). Assessment of resampling methods for causality testing. (Preprints, CeNDEF Working Paper, no 14-08). Amsterdam: University of Amsterdam.
M. Demertzis, W. Bolt, C.G.H. Diks, C.H. Hommes & M.J. van der Leij (2014). Identifying booms and busts in house prices under heterogeneous expectations. (Preprints, Tinbergen Institute Discussion Paper, no TI 2014-157/II). Amsterdam/Rotterdam: Tinbergen Instituut.
W. Bolt, M. Demertzis, C. Diks, C. Hommes & M. van der Leij (2014). Identifying booms and busts in house prices under heterogeneous expectations. (Preprints, CeNDEF Working Paper, no 14-13). Amsterdam: University of Amsterdam.
W. Bolt, M. Demertzis, C. Diks, C. Hommes & M.J. van der Leij (2014). Identifying booms and busts in house prices under heterogeneous expectations. (Preprints, DNB Working Paper Series, no 450). Amsterdam: De Nederlandsche Bank (DNB).

2013

C. Diks & M. Wolski (2013). Nonlinear Granger Causality: Guidelines for Multivariate Analysis. (Preprints, CeNDEF Working Papers, no 13-15). Universiteit van Amsterdam: Center for Nonlinear Dynamics in Economics and Econometrics (CeNDEF).
A. Papana, C. Kyrtsou, D. Kugiumtzis & C. Diks (2013). Partial Symbolic Transfer Entropy. (Preprints, CeNDEF Working paper, no 13-16). Amsterdam: University of Amsterdam.
W. Bolt, M. Demertzis, C. Diks, C. Hommes & M. van der Leij (2013). Bubbles and crashes in house prices under heterogeneous expectations. (Preprints). Amsterdam: Universiteit van Amsterdam.
C. Diks, V. Panchenko, O. Sokolinskiy & D. van Dijk (2013). Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support. (Preprints, Tinbergen Institute Discucssion Papers, no 13-061/III). Amsterdam / Rotterdam: Tinbergen Institute.

2011

W. Bolt, M. Demertzis, C. Diks & M. van der Leij (2011). Complex methods in economics: an example of behavioral heterogeneity in house prices. (Preprints, CeNDEF Working Paper, no 11-12). Amsterdam: Universiteit van Amsterdam.[go to publisher's site]
C.G.H. Diks & F.O.O. Wagener (2011). Phenomenological and ratio bifurcations of a class of discrete time stochastic processes. (Preprints, CeNDEF working papers, no 11-03). Amsterdam: Center for Nonlinear Dynamics in Economics and Finance (CeNDEF).

2009

J.G. de Gooijer, C.G.H. Diks & L.T. Gatarek (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (intern rapport, CeNDEF working paper, no 09-13). Amsterdam: CeNDEF.[go to publisher's site]
J.G. de Gooijer, C.G.H. Diks & L.T. Gatarek (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (intern rapport, UvA-Econometrics discussion paper, no 2009/02). Amsterdam: Faculteit Economie en Bedrijfskunde.[go to publisher's site]
J.G. de Gooijer, C.G.H. Diks & L.T. Gatarek (2009). Information flows around the globe: predicting opening gaps from overnight foreign stock price patterns. (intern rapport, Tinbergen Institute discussion paper, no TI 2009-107/4). Amsterdam [etc.]: Tinbergen Institute.[go to publisher's site]

2007

S.D. Bekiros & C. Diks (2007). The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing. (intern rapport, CeNDEF Working Paper Universiteit van Amsterdam, no 07-08). Amsterdam: Faculteit Economie en Bedrijfskunde.[go to publisher's site]
S.D. Bekiros & C.G.H. Diks (2007). The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality. (intern rapport, CeNDEF Working Paper Universiteit van Amsterdam, no 07-11). Amsterdam: Faculteit Economie en Bedrijfskunde.

2006

C.G.H. Diks, C.H. Hommes, V. Panchenko & R. van der Weide (2006). E&F Chaos: a user friendly software package for nonlinear economic dynamics. (Preprints, CeNDEF Working Paper, no 06-15). Amsterdam: Universiteit van Amsterdam.

2004

C.G.H. Diks & V. Panchenko (2004). A note on the Hiemstra-Jones test for granger non-causality. (Preprints, CeNDEF Working Paper, no 04-10). Amsterdam: Universiteit van Amsterdam.
C.G.H. Diks & V. Panchenko (2004). A new statistic and practical guidelines for nonparametric Granger causality testing. (Preprints, CeNDEF Working paper, no 04-11). Amsterdam: Universiteit van Amsterdam.

2003

C.G.H. Diks & R. van der Weide (2003). Herding, a-synchronous updating and heterogeneity in memory in a CBS. (Preprints, CeNDEF Working Paper, no 03-06). Amsterdam: Universiteit van Amsterdam.
C.G.H. Diks & R. van der Weide (2003). Heterogeneity as a natural source of randomness. (Preprints, CeNDEF Working Paper, no 03-05). Amsterdam: Universiteit van Amsterdam.

2002

C.G.H. Diks (2002). Detecting serial dependence in tail events: A test dual to BDS test. (Preprints, CeNDEF Working Paper, no 02-09). Amsterdam: Universiteit van Amsterdam.
C.G.H. Diks & R. van der Weide (2002). Continuous beliefs dynamics. (Preprints, CeNDEF Working Paper, no 02-11). Amsterdam: Universiteit van Amsterdam.
D.P.J. Botman & C.G.H. Diks (2002). Location of investors and capital flight. (Preprints, CeNDEF working Paper, no 02=01). Amsterdam: Universiteit van Amsterdam.

2001

C.G.H. Diks & S. Manzan (2001). Tests for serial independence and linearity based on correlation integrals. (Preprints, CeNDEF Working Paper, no 01-02). Amsterdam: Universiteit van Amsterdam.
C.G.H. Diks & S. Manzan (2001). Testing for serial independence and linearity using correlation integrals. (Preprints, no 085/1). : Tinbergen Institute Discussion Paper.
C.G.H. Diks & S. Manzan (2001). Testing for serial independence and linearity using correlation integrals. (Preprints, no 01-02). : CeNDEF Working Paper Series.

2000

C.G.H. Diks (2000). Dimension estimations, stock returns and volatility clustering. (Preprints, CeNDEF Working Paper, no 00-08). Amsterdam: Universiteit van Amsterdam.
C.G.H. Diks & M. Mudelsee (2000). Redundancies in the Earth's climatological time series. (Preprints, CeNDEF Working Paper, no 00-07). Amsterdam: Universiteit van Amsterdam.

1999

C.G.H. Diks (1999). Consistent testing for serial independence. (Preprints, CeNDEF Working Paper, no 99-02). Amsterdam: Universiteit van Amsterdam.

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