Rogier Quaedvlieg, Visiting Assistant Professor

Please note: Rogier has left the "Economics" group at Duke University; some info here might not be up to date.

Contact Info:

Office Location:
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Education:

Ph.D.

Universiteit Maastricht (The Netherlands)

2016

Recent Publications   (More Publications)

1. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions, Journal of Econometrics, vol. 207 no. 1 (November, 2018), pp. 71-91, Elsevier BV [doi]  [abs]
2. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Multivariate Leverage Effects and Realized Semicovariance GARCH Models (April, 2018)
3. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions, vol. 207 no. 1 (2018), pp. 71-91  [abs]
4. Hurlin, C; Laurent, S; Quaedvlieg, R; Smeekes, S, Risk Measure Inference, Journal of Business & Economic Statistics, vol. 35 no. 4 (October, 2017), pp. 499-512 [doi]
5. Bollerslev, T; Patton, AJ; Quaedvlieg, R, Realized Semicovariances: Looking for Signs of Direction Inside the Covariance Matrix, Economic Research Initiatives at Duke (Erid) Working Paper no. 252 (September, 2017)