Rogier Quaedvlieg
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Multi-Horizon Forecast Comparison Journal of Business and Economic Statistics | 2024-10-11 | Paper |
| Risk Measure Inference Journal of Business and Economic Statistics | 2024-10-09 | Paper |
| From zero to hero: realized partial (co)variances Journal of Econometrics | 2022-12-14 | Paper |
| Conditional Superior Predictive Ability Review of Economic Studies | 2022-03-16 | Paper |
| Realized semicovariances Econometrica | 2021-06-07 | Paper |
| Multivariate leverage effects and realized semicovariance GARCH models Journal of Econometrics | 2020-06-18 | Paper |
| Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions Journal of Econometrics | 2018-10-12 | Paper |
| Positive semidefinite integrated covariance estimation, factorizations and asynchronicity Journal of Econometrics | 2017-01-13 | Paper |
| Exploiting the errors: a simple approach for improved volatility forecasting Journal of Econometrics | 2016-03-01 | Paper |
Research outcomes over time
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