Dick van Dijk is Professor in Financial Econometrics at the Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam. His research interests include volatility modelling and forecasting, high-frequency data, asset return predictability, business cycle analysis, and nonlinear time series analysis. On these topics he has published widely in the International Journal of Forecasting, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Business and Economic Statistics, Journal of Econometrics, and Review of Economics and Statistics, among others. He co-authored the textbooks Nonlinear Time Series Models in Empirical Finance and Time Series Models for Business and Economic Forecasting.