Access Statistics for Rogier Quaedvlieg

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting	1	1	5	311	2	4	15	712
Macro and micro of external finance premium and monetary policy transmission	0	1	21	29	0	4	34	61
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions	1	1	1	428	1	1	5	134
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity	0	0	0	81	0	0	0	151
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	0	0	0	1	0	0	1	49
Risk Measure Inference	0	0	0	0	0	1	3	39
Risk Measure Inference	0	0	0	181	0	0	3	369
Total Working Papers	2	3	27	1,031	3	10	61	1,515

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Conditional Superior Predictive Ability	0	0	3	13	1	1	11	30
Conditional evaluation of predictive models: The cspa command	2	2	5	6	2	3	10	17
Exploiting the errors: A simple approach for improved volatility forecasting	1	2	11	241	2	5	28	757
From zero to hero: Realized partial (co)variances	0	0	2	5	0	2	6	12
Hedging Long-Term Liabilities*	0	0	0	1	0	1	2	6
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions	0	0	2	27	0	0	9	85
Multi-Horizon Forecast Comparison	2	4	10	51	3	7	18	133
Multivariate leverage effects and realized semicovariance GARCH models	0	1	1	4	0	2	6	55
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	0	0	0	11	0	0	0	73
Realized Semicovariances	0	0	0	17	0	0	2	92
Realized semibetas: Disentangling “good” and “bad” downside risks	0	0	4	39	0	6	22	237
Risk Measure Inference	0	0	0	6	0	2	2	45
Total Journal Articles	5	9	38	421	8	29	116	1,542

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Statistics updated 2025-05-12