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 2 7 318 0 4 20 732
Macro and micro of external finance premium and monetary policy transmission 0 1 1 31 0 3 36 98
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions 0 0 0 428 1 4 18 153
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 2 7 56
Risk Measure Inference 0 0 0 181 1 6 17 386
Risk Measure Inference 0 0 0 0 0 0 3 42
Total Working Papers 0 3 8 1,040 3 19 105 1,622


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional Superior Predictive Ability 1 1 2 15 2 5 19 49
Conditional evaluation of predictive models: The cspa command 0 0 1 7 0 4 13 30
Exploiting the errors: A simple approach for improved volatility forecasting 0 2 9 251 4 19 63 828
From zero to hero: Realized partial (co)variances 0 0 2 7 1 7 18 30
Hedging Long-Term Liabilities* 0 1 1 2 0 6 17 23
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions 2 2 2 30 8 12 20 107
Multi-Horizon Forecast Comparison 2 3 4 55 5 11 33 167
Multivariate leverage effects and realized semicovariance GARCH models 0 0 0 5 3 8 15 71
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 0 7 12 85
Realized Semicovariances 0 0 0 17 0 9 25 117
Realized semibetas: Disentangling “good” and “bad” downside risks 0 0 5 44 4 15 31 268
Risk Measure Inference 0 0 0 6 0 3 10 55
Total Journal Articles 5 9 26 450 27 106 276 1,830


Statistics updated 2026-06-04