Access Statistics for Rogier Quaedvlieg

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	4	314	2	5	18	726
Macro and micro of external finance premium and monetary policy transmission	0	0	2	30	9	19	34	91
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions	0	0	1	428	3	11	14	147
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity	0	0	0	81	1	3	4	155
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	0	0	0	1	2	2	5	54
Risk Measure Inference	0	0	0	0	0	1	3	41
Risk Measure Inference	0	0	0	181	8	9	9	378
Total Working Papers	0	1	7	1,035	25	50	87	1,592

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Conditional Superior Predictive Ability	1	1	1	14	3	5	13	42
Conditional evaluation of predictive models: The cspa command	0	0	3	7	4	5	12	26
Exploiting the errors: A simple approach for improved volatility forecasting	1	3	10	249	6	21	53	805
From zero to hero: Realized partial (co)variances	0	0	1	6	3	5	10	20
Hedging Long-Term Liabilities*	0	0	0	1	4	9	10	15
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions	0	0	1	28	3	4	9	94
Multi-Horizon Forecast Comparison	0	0	5	52	5	13	27	153
Multivariate leverage effects and realized semicovariance GARCH models	0	0	2	5	1	4	8	61
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity	0	0	0	11	1	2	4	77
Realized Semicovariances	0	0	0	17	2	8	13	105
Realized semibetas: Disentangling “good” and “bad” downside risks	1	3	5	44	1	11	19	250
Risk Measure Inference	0	0	0	6	2	2	8	51
Total Journal Articles	3	7	28	440	35	89	186	1,699

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Statistics updated 2026-02-12