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 1 1 6 319 3 5 21 737
Macro and micro of external finance premium and monetary policy transmission 1 1 2 32 1 4 35 102
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions 0 0 0 428 2 3 21 156
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity 0 0 0 81 1 2 5 157
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 1 1 2 8 58
Risk Measure Inference 0 0 0 0 1 1 4 43
Risk Measure Inference 0 0 0 181 0 0 17 386
Total Working Papers 2 2 8 1,042 9 17 111 1,639


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 2 15 2 5 18 54
Conditional evaluation of predictive models: The cspa command 0 0 1 7 0 0 12 30
Exploiting the errors: A simple approach for improved volatility forecasting 0 1 7 252 2 12 62 840
From zero to hero: Realized partial (co)variances 0 0 2 7 5 5 21 35
Hedging Long-Term Liabilities* 0 0 1 2 1 1 18 24
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions 0 1 3 31 2 5 23 112
Multi-Horizon Forecast Comparison 0 2 6 57 1 8 38 175
Multivariate leverage effects and realized semicovariance GARCH models 0 0 0 5 0 1 15 72
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 0 0 10 85
Realized Semicovariances 0 0 0 17 2 5 28 122
Realized semibetas: Disentangling “good” and “bad” downside risks 0 0 4 44 2 16 46 284
Risk Measure Inference 0 1 1 7 1 3 11 58
Total Journal Articles 0 5 27 455 18 61 302 1,891


Statistics updated 2026-09-10