Associate Professor Erasmus School of Economics Business Economics
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- E2-44
- quaedvlieg@ese.eur.nl
More information
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Profile
- R. Quaedvlieg, T. Bollerslev, J. Li & A.J. Patton (2020). Realized Semicovariances. Econometrica, 88 (4), 1515-1551. doi: 10.3982/ECTA17056
- R. Quaedvlieg, T. Bollerslev & A.J. Patton (2020). Multivariate Leverage Effects and Realized Semicovariance GARCH Models. Journal of Econometrics, 217 (2), 411-430. doi: 10.1016/j.jeconom.2019.12.011
- R. Quaedvlieg & P.C. Schotman (2020). Hedging Long-Term Liabilities. Journal of Financial Econometrics. doi: 10.1093/jjfinec/nbaa027
- R. Quaedvlieg (2019). Multi-Horizon Forecast Comparison. Journal of Business and Economic Statistics. doi: 10.1080/07350015.2019.1620074 [go to publisher's site]
- 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, C. Hurlin, S. Laurent & S. Smeekes (2017). Risk Measure Inference. Journal of Business and Economic Statistics, 35 (4), 499-512. doi: 10.1080/07350015.2015.1127815
- 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: 10.1016/j.jeconom.2016.09.016
- 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: 10.1016/j.jeconom.2015.10.007
Financial Methods & Techniques
- Title
- Financial Methods & Techniques
- Year
- 2020
- Year level
- bachelor 3, bachelor 3, bachelor 3, bachelor 3
Finance (econometrics)
- Title
- Finance (econometrics)
- Year
- 2020
Finance (econometrics)
- Title
- Finance (econometrics)
- Year
- 2020
International Journal of Forecasting
- Role
- Associate Editor
- Start date approval
- May/2020
- End date approval
- May/2023
Associate Professor
- University
- Erasmus University Rotterdam
- School
- Erasmus School of Economics
- Department
- Business Economics
- Country
- The Netherlands