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Rogier Quaedvlieg

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This is information that was supplied by Rogier Quaedvlieg in registering through RePEc. If you are Rogier Quaedvlieg , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Rogier
Middle Name:
Last Name: Quaedvlieg
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RePEc Short-ID: pqu119

Email: [This author has chosen not to make the email address public]
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Affiliation

School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/sbe
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Postal: Postbus 616, 6200 MD Maaastricht
Handle: RePEc:edi:femaanl (more details at EDIRC)

Works

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Working papers

  1. Kris Boudt & S├ębastien Laurent & Asger Lunde & Rogier Quaedvlieg, 2014. "Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity," CREATES Research Papers 2014-05, School of Economics and Management, University of Aarhus.
  2. Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2013. "Risk Measure Inference," Working Papers halshs-00877279, HAL.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-11-09. Author is listed
  2. NEP-ECM: Econometrics (2) 2013-11-09 2014-03-08. Author is listed
  3. NEP-FOR: Forecasting (1) 2014-03-08. Author is listed
  4. NEP-MST: Market Microstructure (1) 2014-03-08. Author is listed
  5. NEP-ORE: Operations Research (1) 2013-11-09. Author is listed
  6. NEP-RMG: Risk Management (2) 2013-11-09 2014-03-08. Author is listed
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2013-11-09. Author is listed

Statistics

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Co-authorship network on CollEc

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