| 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: | | Email Address: | | - Education:
Ph.D. | Universiteit Maastricht (The Netherlands) | 2016 |
- Recent Publications
(More Publications)
- 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]
- Bollerslev, T; Patton, AJ; Quaedvlieg, R, Multivariate Leverage Effects and Realized Semicovariance GARCH Models
(April, 2018)
- 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]
- 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]
- 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)
|