dr. R. Quaedvlieg
Assistant Professor Erasmus School of Economics Business Economics
- Location
- Erasmus University Rotterdam
- Room
- H 15-12
- Telephone
- +31 10 40881361
- quaedvlieg@ese.eur.nl
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Profile
- R. Quaedvlieg, T. Bollerslev & A.J. Patton (2018). Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions. Journal of Econometrics, 207 (1), 71-91. doi: 10.1016/j.jeconom.2018.05.004
- R. Quaedvlieg, K. Boudt, S. Laurent, A. Lunde & O. Sauri (2017). Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. Journal of Econometrics, 196 (2), 347-367. doi: http://dx.doi.org/10.1016/j.jeconom.2016.09.016[go to publisher's site]
- R. Quaedvlieg, C. Hurlin, S. Laurent & S. Smeekes (2017). Risk Measure Inference. Journal of Business and Economic Statistics, 35 (4), 499-512. doi: http://dx.doi.org/10.1080/07350015.2015.1127815
- R. Quaedvlieg, T. Bollerslev & A.J. Patton (2016). Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting. Journal of Econometrics, 192 (1), 1-18. doi: http://dx.doi.org/10.1016/j.jeconom.2015.10.007
Duke University
- Start Date
- Sep/2018
- End Date
- Oct/2018
- Place
- DURHAM
- Specialty
- Finance
Financial Methods & Techniques
- Title
- Financial Methods & Techniques
- Year
- 2018
- Period
- BLOK3
- Year level
- bachelor 3 (Bachelor Economie en Bedrijfseconomie), bachelor 3 (International Bachelor Economics and Business Economics), bachelor 3 (BSc² Econometrics/Economics), bachelor 3 (Electives)
Assistant Professor
- University
- Erasmus University Rotterdam
- School
- Erasmus School of Economics
- Department
- Business Economics
- Country
- Nederland
- Telephone
- +31 10 40881361