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 4 7 318 1 6 20 732
Macro and micro of external finance premium and monetary policy transmission 0 1 2 31 1 7 37 98
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions 0 0 0 428 3 5 18 152
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity 0 0 0 81 0 0 4 155
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 1 1 1 6 55
Risk Measure Inference 0 0 0 0 0 1 3 42
Risk Measure Inference 0 0 0 181 5 7 16 385
Total Working Papers 0 5 9 1,040 11 27 104 1,619


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 1 14 3 5 17 47
Conditional evaluation of predictive models: The cspa command 0 0 1 7 3 4 13 30
Exploiting the errors: A simple approach for improved volatility forecasting 0 2 10 251 9 19 67 824
From zero to hero: Realized partial (co)variances 0 1 2 7 4 9 17 29
Hedging Long-Term Liabilities* 0 1 1 2 4 8 17 23
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions 0 0 1 28 3 5 14 99
Multi-Horizon Forecast Comparison 0 1 2 53 3 9 29 162
Multivariate leverage effects and realized semicovariance GARCH models 0 0 1 5 4 7 13 68
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 7 8 12 85
Realized Semicovariances 0 0 0 17 4 12 25 117
Realized semibetas: Disentangling “good” and “bad” downside risks 0 0 5 44 3 14 27 264
Risk Measure Inference 0 0 0 6 3 4 10 55
Total Journal Articles 0 5 24 445 50 104 261 1,803


Statistics updated 2026-05-06