Rogier Quaedvlieg - Publications, H-index & Citations

Rogier Quaedvlieg

abm amro, amsterdam

11H指数

48论文数

983被引数

收录论文 10

发表时间

Granular betas and risk premium functions 颗粒级贝塔系数和风险溢价函数

Journal of Econometrics

IF4

2025-06-06

PREAI

Tim Bollerslev; Andrew J. Patton; Rogier Quaedvlieg

Macro and micro of external finance premium and monetary policy transmission

JOURNAL OF MONETARY ECONOMICS

IF4.1

2024-10-01

OAAI

Altavilla, Carlo; Guerkaynak, Refet S.; Quaedvlieg, Rogier

Conditional evaluation of predictive models: The cspa command

STATA JOURNAL

IF2.4

2023-01-05

OAAI

Li, Jia; Liao, Zhipeng; Quaedvlieg, Rogier; Zhou, Wenyu

From zero to hero: Realized partial (co)variances

JOURNAL OF ECONOMETRICS

IF4

2022-12-01

OAAI

Bollerslev, Tim; Medeiros, Marcelo C.; Patton, Andrew J.; Quaedvlieg, Rogier

Realized semibetas: Disentangling good and bad downside risks 已实现的semibetas: 解开好的和坏的下行风险

JOURNAL OF FINANCIAL ECONOMICS

IF12

2022-04-01

OAAI

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier

Conditional Superior Predictive Ability

REVIEW OF ECONOMIC STUDIES

IF6.4

2021-06-30

OAAI

Li, Jia; Liao, Zhipeng; Quaedvlieg, Rogier

Multivariate leverage effects and realized semicovariance GARCH models

JOURNAL OF ECONOMETRICS

IF4

2020-08-01

OAAI

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier

Realized Semicovariances 已实现的半协方差

ECONOMETRICA

IF7.1

2020-01-01

OAAI

Bollerslev, Tim; Li, Jia; Patton, Andrew J.; Quaedvlieg, Rogier

Positive semidefinite integrated covariance estimation, factorizations and asynchronicity

JOURNAL OF ECONOMETRICS

IF4

2017-02-01

OAAI

Boudt, Kris; Laurent, Sebastien; Lunde, Asger; Quaedvlieg, Rogier; Sauri, Orimar

Exploiting the errors: A simple approach for improved volatility forecasting

JOURNAL OF ECONOMETRICS

IF4

2016-05-01

275

OAAI

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier

研究方向