| Selecting copulas for risk management E Kole, K Koedijk, M Verbeek Journal of Banking & Finance 31 (8), 2405-2423, 2007 | 420 | 2007 |
| Contagion as a domino effect in global stock markets T Markwat, E Kole, D Van Dijk Journal of Banking & Finance 33 (11), 1996-2012, 2009 | 291 | 2009 |
| How to identify and forecast bull and bear Markets? E Kole, D Dijk Journal of Applied Econometrics 32 (1), 120-139, 2017 | 111* | 2017 |
| Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes F Gresnigt, E Kole, PH Franses Journal of Banking & Finance 56, 123-139, 2015 | 64 | 2015 |
| Portfolio implications of systemic crises E Kole, K Koedijk, M Verbeek Journal of Banking & Finance 30 (8), 2347-2369, 2006 | 43 | 2006 |
| Forecasting Value-at-Risk under Temporal and Portfolio Aggregation E Kole, T Markwat, A Opschoor, D van Dijk Journal of Financial Econometrics 15 (4), 649-677, 2017 | 30 | 2017 |
| On crises, crashes and comovements HJWG Kole Erasmus University Rotterdam, 2006 | 27 | 2006 |
| Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error S Barendse, E Kole, DJC van Dijk Tinbergen Institute Discussion Paper 2019-058/III, 2019 | 20* | 2019 |
| Cyclicality in losses on bank loans B Keijsers, B Diris, E Kole Journal of Applied Econometrics 33 (4), 533-552, 2018 | 19 | 2018 |
| Specification testing in Hawkes models F Gresnigt, E Kole, PH Franses Journal of Financial Econometrics 15 (1), 139-171, 2016 | 18 | 2016 |
| Markov Switching Models: An Example for a Stock Market Index E Kole Available at SSRN 3398954, 2019 | 15* | 2019 |
| Riding bubbles NK Guenster, H Kole ERIM report series research in management Erasmus Research Institute of …, 2009 | 15 | 2009 |
| Time Variation in Asset Return Dependence: Strength or Structure? TD Markwat, E Kole, DJC Dijk Erasmus Research Institute of Management, Erasmus University, 2009 | 15 | 2009 |
| Crash risk in the cross section of stock returns E Kole, M Verbeek Erasmus University Rotterdam, Netherlands Working Paper, 2006 | 13 | 2006 |
| Moments, shocks and spillovers in Markov-switching VAR models E Kole, D van Dijk Journal of Econometrics 236 (2), 105474, 2023 | 12 | 2023 |
| Exploiting Spillovers to Forecast Crashes F Gresnigt, E Kole, PH Franses Journal of Forecasting 36 (8), 936-955, 2017 | 12 | 2017 |
| Bubbles and Long-term Investors N Guenster, E Kole | 5* | 2013 |
| Bubbles and crashes: Empirical evidence E Kole, N Guenster, B Jacobsen Available at SSRN 887689, 2006 | 4* | 2006 |
| Heterogeneous Macro and Financial Effects of ECB Asset Purchase Programs T van der Zwan, E Kole, M van der Wel Tinbergen Institute Discussion Paper 2021-109/III, 2021 | 2 | 2021 |
| Constructing and using double-adjusted alphas to analyze mutual fund performance R Brink, E Kole Tinbergen Institute Discussion Paper 2019-029/IV, 2023 | 1 | 2023 |
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamZweryfikowany adres z ese.eur.nl
