Rogier Quaedvlieg
Names
| first: |
Rogier |
| last: |
Quaedvlieg |
Identifer
Contact
Affiliations
Research profile
author of:
- Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity (RePEc:aah:create:2014-05)
by Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg - Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting (RePEc:aah:create:2015-14)
by Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg - Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions (RePEc:aah:create:2016-10)
by Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg - Macro and micro of external finance premium and monetary policy transmission (RePEc:ecb:ecbwps:20242934)
by Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier - Exploiting the errors: A simple approach for improved volatility forecasting (RePEc:eee:econom:v:192:y:2016:i:1:p:1-18)
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier - Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (RePEc:eee:econom:v:196:y:2017:i:2:p:347-367)
by Boudt, Kris & Laurent, Sébastien & Lunde, Asger & Quaedvlieg, Rogier & Sauri, Orimar - Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (RePEc:eee:econom:v:207:y:2018:i:1:p:71-91)
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier - Multivariate leverage effects and realized semicovariance GARCH models (RePEc:eee:econom:v:217:y:2020:i:2:p:411-430)
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier - From zero to hero: Realized partial (co)variances (RePEc:eee:econom:v:231:y:2022:i:2:p:348-360)
by Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier - Realized semibetas: Disentangling “good” and “bad” downside risks (RePEc:eee:jfinec:v:144:y:2022:i:1:p:227-246)
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier - Risk Measure Inference (RePEc:hal:journl:hal-01457393)
by Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (RePEc:hal:journl:hal-01505775)
by Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg & Orimar Sauri - Risk Measure Inference (RePEc:hal:wpaper:halshs-00877279)
by Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - Hedging Long-Term Liabilities
[Pricing the Term Structure with Linear Regressions] (RePEc:oup:jfinec:v:20:y:2022:i:3:p:505-538.)
by Rogier Quaedvlieg & Peter Schotman - Conditional Superior Predictive Ability (RePEc:oup:restud:v:89:y:2022:i:2:p:843-875.)
by Jia Li & Zhipeng Liao & Rogier Quaedvlieg - Risk Measure Inference (RePEc:taf:jnlbes:v:35:y:2017:i:4:p:499-512)
by Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - Multi-Horizon Forecast Comparison (RePEc:taf:jnlbes:v:39:y:2021:i:1:p:40-53)
by Rogier Quaedvlieg - Conditional evaluation of predictive models: The cspa command (RePEc:tsj:stataj:v:22:y:2022:i:4:p:924-940)
by Jia Li & Zhipeng Liao & Rogier Quaedvlieg & Wenyu Zhou - Realized Semicovariances (RePEc:wly:emetrp:v:88:y:2020:i:4:p:1515-1551)
by Tim Bollerslev & Jia Li & Andrew J. Patton & Rogier Quaedvlieg