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 0 4 310 0 3 15 710
Macro and micro of external finance premium and monetary policy transmission 0 4 29 29 3 8 61 61
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions 0 0 0 427 0 1 4 133
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 1 2 3 39
Risk Measure Inference 0 0 0 181 0 1 3 369
Total Working Papers 0 4 33 1,029 4 15 87 1,512

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 3 13 0 0 10 29
Conditional evaluation of predictive models: The cspa command 0 0 3 4 0 1 8 15
Exploiting the errors: A simple approach for improved volatility forecasting 1 1 10 240 2 4 31 755
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 3 27 0 1 12 85
Multi-Horizon Forecast Comparison 1 2 8 49 2 4 15 130
Multivariate leverage effects and realized semicovariance GARCH models 1 1 1 4 1 3 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 3 92
Realized semibetas: Disentangling “good” and “bad” downside risks 0 0 4 39 1 6 24 237
Risk Measure Inference 0 0 0 6 0 2 2 45
Total Journal Articles 3 4 34 416 6 24 119 1,534

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Statistics updated 2025-04-04