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 5 318 1 2 18 734
Macro and micro of external finance premium and monetary policy transmission 0 0 1 31 2 3 35 101
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions 0 0 0 428 0 2 19 154
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity 0 0 0 81 1 1 5 156
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 1 0 2 7 57
Risk Measure Inference 0 0 0 181 0 1 17 386
Risk Measure Inference 0 0 0 0 0 0 3 42
Total Working Papers 0 0 6 1,040 4 11 104 1,630


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 2 15 3 5 20 52
Conditional evaluation of predictive models: The cspa command 0 0 1 7 0 0 13 30
Exploiting the errors: A simple approach for improved volatility forecasting 0 1 7 252 5 14 67 838
From zero to hero: Realized partial (co)variances 0 0 2 7 0 1 17 30
Hedging Long-Term Liabilities* 0 0 1 2 0 0 17 23
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions 0 3 3 31 2 11 23 110
Multi-Horizon Forecast Comparison 1 4 6 57 4 12 38 174
Multivariate leverage effects and realized semicovariance GARCH models 0 0 0 5 0 4 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 3 26 120
Realized semibetas: Disentangling “good” and “bad” downside risks 0 0 4 44 10 18 44 282
Risk Measure Inference 1 1 1 7 2 2 10 57
Total Journal Articles 2 10 27 455 28 70 300 1,873


Statistics updated 2026-08-07