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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
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  1. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016. "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers 2016-10, Department of Economics and Business Economics, Aarhus University.
  2. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015. "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers 2015-14, Department of Economics and Business Economics, Aarhus University.
  3. Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015. "Risk Measure Inference," Working Papers halshs-00877279, HAL.
  4. Kris Boudt & S├ębastien Laurent & Asger Lunde & Rogier Quaedvlieg, 2014. "Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity," CREATES Research Papers 2014-05, Department of Economics and Business Economics, Aarhus University.
  1. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2016. "Exploiting the errors: A simple approach for improved volatility forecasting," Journal of Econometrics, Elsevier, vol. 192(1), pages 1-18.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2013-11-09 2014-03-08 2015-04-02 2016-04-23. Author is listed
  2. NEP-FOR: Forecasting (3) 2014-03-08 2015-04-02 2016-04-23. Author is listed
  3. NEP-ORE: Operations Research (3) 2013-11-09 2015-04-02 2016-04-23. Author is listed
  4. NEP-RMG: Risk Management (3) 2013-11-09 2014-03-08 2016-04-23. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2015-04-02 2016-04-23. Author is listed
  6. NEP-BAN: Banking (1) 2013-11-09. Author is listed
  7. NEP-CFN: Corporate Finance (1) 2016-04-23. Author is listed
  8. NEP-MST: Market Microstructure (1) 2014-03-08. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2013-11-09. Author is listed
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