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 2 3 6 316 2 6 18 728
Macro and micro of external finance premium and monetary policy transmission 0 0 1 30 4 21 37 95
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions 0 0 1 428 2 5 16 149
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity 0 0 0 81 0 1 4 155
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 1 0 2 5 54
Risk Measure Inference 0 0 0 0 1 2 4 42
Risk Measure Inference 0 0 0 181 2 10 11 380
Total Working Papers 2 3 8 1,037 11 47 95 1,603


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 1 1 14 2 7 15 44
Conditional evaluation of predictive models: The cspa command 0 0 3 7 0 5 11 26
Exploiting the errors: A simple approach for improved volatility forecasting 0 1 10 249 4 20 56 809
From zero to hero: Realized partial (co)variances 1 1 2 7 3 8 11 23
Hedging Long-Term Liabilities* 0 0 0 1 2 8 11 17
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions 0 0 1 28 1 5 10 95
Multi-Horizon Forecast Comparison 0 0 4 52 3 16 28 156
Multivariate leverage effects and realized semicovariance GARCH models 0 0 2 5 2 5 9 63
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 11 1 2 5 78
Realized Semicovariances 0 0 0 17 3 9 16 108
Realized semibetas: Disentangling “good” and “bad” downside risks 0 2 5 44 3 11 17 253
Risk Measure Inference 0 0 0 6 1 3 7 52
Total Journal Articles 1 5 28 441 25 99 196 1,724


Statistics updated 2026-03-04