Concepedia

Rogier Quaedvlieg

RQ

Statistics

Publications

12

Citations

946

H-Index

11

Active since

2014

Affiliations

Erasmus University Rotterdam(Current)

Duke University

Maastricht University

Vrije Universiteit Amsterdam

St Petersburg University

Rogier Quaedvlieg is an author at Erasmus University Rotterdam specializing in business, finance, and economics.

Publications per year

2014–2021

12

Publications

12

Exploiting the errors: A simple approach for improved volatility forecasting

Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg · Journal of Econometrics · 2015 · 457 citations · Full text

Business, Business Economics, Finance +17

Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions

Rogier Quaedvlieg · EUR Research Repository (Erasmus University Rotterdam) · 2018 · 117 citations · Full text

Business, Economics, Finance +12

Realized semibetas: Disentangling “good” and “bad” downside risks

Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg · Journal of Financial Economics · 2021 · 75 citations · Full text

Business, Risk Management, Risk Analysis +11

Realized Semicovariances

Tim Bollerslev, Jia Li, Andrew J. Patton et al. · Econometrica · 2020 · 69 citations · Full text

Business, Economics, Finance +17

Multi-Horizon Forecast Comparison

Rogier Quaedvlieg · Journal of Business and Economic Statistics · 2019 · 62 citations · Full text

Business, Economics, Finance +14

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