Access Statistics for Rogier Quaedvlieg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting 0 0 5 313 0 1 13 716
Macro and micro of external finance premium and monetary policy transmission 0 0 6 30 4 7 24 71
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions 0 0 1 428 1 1 6 136
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity 0 0 0 81 0 1 1 152
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 1 1 2 2 51
Risk Measure Inference 0 0 0 0 0 0 2 39
Risk Measure Inference 0 0 0 181 0 0 2 369
Total Working Papers 0 0 12 1,034 6 12 50 1,534

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional Superior Predictive Ability 0 0 0 13 0 6 8 36
Conditional evaluation of predictive models: The cspa command 0 0 3 6 0 1 8 18
Exploiting the errors: A simple approach for improved volatility forecasting 1 3 8 246 1 10 31 779
From zero to hero: Realized partial (co)variances 1 1 1 6 1 3 6 15
Hedging Long-Term Liabilities* 0 0 0 1 0 0 2 6
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions 0 0 2 28 0 2 8 89
Multi-Horizon Forecast Comparison 0 0 7 51 0 2 17 137
Multivariate leverage effects and realized semicovariance GARCH models 0 0 2 5 0 1 7 57
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 0 2 2 75
Realized Semicovariances 0 0 0 17 2 4 5 96
Realized semibetas: Disentangling “good” and “bad” downside risks 0 0 2 40 0 0 13 238
Risk Measure Inference 0 0 0 6 0 1 4 47
Total Journal Articles 2 4 25 430 4 32 111 1,593

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Statistics updated 2025-10-06