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	0	2	6	313	1	4	15	716
Macro and micro of external finance premium and monetary policy transmission	0	1	10	30	2	5	23	66
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions	0	0	1	428	0	1	5	135
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	1	1	1	50
Risk Measure Inference	0	0	0	0	0	0	3	39
Risk Measure Inference	0	0	0	181	0	0	2	369
Total Working Papers	0	3	17	1,034	4	11	49	1,526

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	1	13	2	2	8	32
Conditional evaluation of predictive models: The cspa command	0	0	4	6	0	0	8	17
Exploiting the errors: A simple approach for improved volatility forecasting	2	4	12	245	2	14	30	771
From zero to hero: Realized partial (co)variances	0	0	1	5	1	1	6	13
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	1	2	28	0	2	6	87
Multi-Horizon Forecast Comparison	0	0	8	51	1	3	17	136
Multivariate leverage effects and realized semicovariance GARCH models	0	1	2	5	1	2	7	57
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	0	0	0	11	2	2	2	75
Realized Semicovariances	0	0	0	17	2	2	4	94
Realized semibetas: Disentangling “good” and “bad” downside risks	0	1	3	40	0	1	17	238
Risk Measure Inference	0	0	0	6	1	2	4	47
Total Journal Articles	2	7	33	428	12	31	111	1,573

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Statistics updated 2025-08-05