Articles with public access mandates - Rogier QuaedvliegLearn more
Available somewhere: 9
Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting
T Bollerslev, AJ Patton, R Quaedvlieg
Journal of Econometrics 192 (1), 1-18, 2016
Mandates: Danish National Research Foundation, Netherlands Organisation for Scientific …
Modeling and Forecasting (Un) Reliable Realized Covariances for More Reliable Financial Decisions
T Bollerslev, AJ Patton, R Quaedvlieg
Journal of Econometrics 207 (1), 71-91, 2018
Mandates: Danish National Research Foundation, Netherlands Organisation for Scientific …
Realized Semicovariances
T Bollerslev, J Li, AJ Patton, R Quaedvlieg
Econometrica 88 (4), 1515-1551, 2020
Mandates: Australian Research Council, Netherlands Organisation for Scientific Research
Realized Semibetas: Disentangling ''good'' and ''bad'' downside risks
T Bollerslev, AJ Patton, R Quaedvlieg
Journal of Financial Economics 144 (1), 227-246, 2022
Mandates: Australian Research Council, Netherlands Organisation for Scientific Research
Conditional Superior Predictive Ability
J Li, Z Liao, R Quaedvlieg
Review of Economic Studies 89 (2), 843-875, 2022
Mandates: US National Science Foundation, Netherlands Organisation for Scientific Research
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity
K Boudt, S Laurent, A Lunde, R Quaedvlieg, O Sauri
Journal of Econometrics 196 (2), 347-367, 2017
Mandates: Danish National Research Foundation, Netherlands Organisation for Scientific …
Multivariate Leverage Effects and Realized Semicovariance GARCH Models
T Bollerslev, AJ Patton, R Quaedvlieg
Journal of Econometrics 217 (2), 411-430, 2020
Mandates: Netherlands Organisation for Scientific Research
Risk Measure Inference
C Hurlin, S Laurent, R Quaedvlieg, S Smeekes
Journal of Business & Economic Statistics 35 (4), 499-512, 2017
Mandates: Netherlands Organisation for Scientific Research
From Zero to Hero: Realized Partial (Co) Variances
T Bollerslev, MC Medeiros, AJ Patton, R Quaedvlieg
Journal of Econometrics, 2021
Mandates: Australian Research Council, Netherlands Organisation for Scientific Research
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