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Rogier Quaedvlieg

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
RePEc Short-ID:pqu119
Email:[This author has chosen not to make the email address public]
Postal Address:
Location: Maastricht, Netherlands
Postal: Postbus 616, 6200 MD Maaastricht
Handle: RePEc:edi:femaanl (more details at EDIRC)
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  1. Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015. "Risk Measure Inference," Working Papers halshs-00877279, HAL.
  2. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015. "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers 2015-14, School of Economics and Management, University of Aarhus.
  3. 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 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 (3) 2013-11-09 2014-03-08 2015-04-02. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2015-04-02. Author is listed
  4. NEP-FOR: Forecasting (2) 2014-03-08 2015-04-02. Author is listed
  5. NEP-MST: Market Microstructure (1) 2014-03-08. Author is listed
  6. NEP-ORE: Operations Research (2) 2013-11-09 2015-04-02. Author is listed
  7. NEP-RMG: Risk Management (2) 2013-11-09 2014-03-08. Author is listed
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2013-11-09. Author is listed

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