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	0	4	313	1	6	16	722
Macro and micro of external finance premium and monetary policy transmission	0	0	5	30	2	7	22	74
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions	0	0	1	428	8	9	14	144
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity	0	0	0	81	2	2	3	154
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	0	0	0	1	0	2	3	52
Risk Measure Inference	0	0	0	0	0	1	3	40
Risk Measure Inference	0	0	0	181	1	1	2	370
Total Working Papers	0	0	10	1,034	14	28	63	1,556

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	0	13	0	1	8	37
Conditional evaluation of predictive models: The cspa command	0	1	4	7	0	3	9	21
Exploiting the errors: A simple approach for improved volatility forecasting	2	3	10	248	5	11	40	789
From zero to hero: Realized partial (co)variances	0	1	1	6	0	1	5	15
Hedging Long-Term Liabilities*	0	0	0	1	3	3	4	9
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions	0	0	1	28	0	1	7	90
Multi-Horizon Forecast Comparison	0	1	5	52	0	3	14	140
Multivariate leverage effects and realized semicovariance GARCH models	0	0	2	5	1	1	7	58
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	0	0	0	11	1	1	3	76
Realized Semicovariances	0	0	0	17	2	5	7	99
Realized semibetas: Disentangling “good” and “bad” downside risks	1	2	4	42	3	4	13	242
Risk Measure Inference	0	0	0	6	0	2	6	49
Total Journal Articles	3	8	27	436	15	36	123	1,625

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Statistics updated 2025-12-06