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 2 6 278 1 9 43 589
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions 0 1 1 421 1 3 13 108
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity 0 0 1 81 1 3 8 118
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 0 0 0 1 9 36
Risk Measure Inference 0 0 0 0 0 0 11 25
Risk Measure Inference 1 1 5 178 2 3 18 339
Total Working Papers 1 4 13 958 5 19 102 1,215


Journal Article 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 3 8 25 96 11 21 97 352
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions 0 0 2 7 1 2 14 33
Multivariate leverage effects and realized semicovariance GARCH models 0 1 1 1 1 5 5 5
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity 0 0 1 7 1 3 13 58
Realized Semicovariances 0 0 0 0 5 5 5 5
Risk Measure Inference 0 0 3 6 3 3 13 30
Total Journal Articles 3 9 32 117 22 39 147 483


Statistics updated 2020-09-04