Rogier Quaedvlieg : Citation Profile


Are you Rogier Quaedvlieg?

Erasmus Universiteit Rotterdam

3

H index

0

i10 index

15

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   2 years (2014 - 2016). See details.
   Cites by year: 7
   Journals where Rogier Quaedvlieg has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (6.25 %)

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   Permalink: http://citec.repec.org/pqu119
   Updated: 2017-05-20    RAS profile: 2016-09-06    
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Relations with other researchers


Works with:

Patton, Andrew (3)

Laurent, Sébastien (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rogier Quaedvlieg.

Is cited by:

Bauwens, Luc (4)

Storti, Giuseppe (4)

Lyócsa, Štefan (1)

BANULESCU-RADU, Denisa (1)

Francq, Christian (1)

Maheu, John (1)

Bellando, Raphaëlle (1)

Zakoian, Jean-Michel (1)

Molnár, Peter (1)

Liu, Jia (1)

van Dijk, Dick (1)

Cites to:

Andersen, Torben (16)

Bollerslev, Tim (15)

Hansen, Peter (13)

Lunde, Asger (11)

Shephard, Neil (11)

Diebold, Francis (9)

Barndorff-Nielsen, Ole (8)

Meddahi, Nour (7)

Patton, Andrew (7)

Fan, Jianqing (4)

White, Halbert (4)

Main data


Where Rogier Quaedvlieg has published?


Recent works citing Rogier Quaedvlieg (2017 and 2016)


YearTitle of citing document
2016Toward robust early-warning models: A horse race, ensembles and model uncertainty. (2016). Sarlin, Peter ; Holopainen, Markus . In: Papers. RePEc:arx:papers:1501.04682.

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2016Realised Variance Forecasting Under Box-Cox Transformations. (2016). Taylor, Nick. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:16/4.

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2016Multiplicative Conditional Correlation Models for Realized Covariance Matrices. (2016). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela . In: CORE Discussion Papers. RePEc:cor:louvco:2016041.

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2016Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective. (2016). Wang, Minggang ; Tian, Zihao ; Jiang, Shumin ; Du, Ruijin ; Chen, Ying . In: Applied Energy. RePEc:eee:appene:v:175:y:2016:i:c:p:109-127.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61.

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2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland. (2016). Molnár, Peter ; Lyócsa, Štefan ; Fedorko, Igor. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:453-475.

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2017An analysis of banks’ weaknesses in the light of stress tests. (2017). Bellando, Raphaëlle ; Toader, Oana . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2479.

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2016Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures. (2016). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-8.

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2016Bayesian Nonparametric Estimation of Ex-post Variance. (2016). Maheu, John ; Liu, Jia ; Griffin, Jim . In: MPRA Paper. RePEc:pra:mprapa:71220.

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Works by Rogier Quaedvlieg:


YearTitleTypeCited
2014Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity In: CREATES Research Papers.
[Full Text][Citation analysis]
paper3
2015Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting In: CREATES Research Papers.
[Full Text][Citation analysis]
paper7
2016Exploiting the errors: A simple approach for improved volatility forecasting.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2016Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions In: CREATES Research Papers.
[Full Text][Citation analysis]
paper1
2015Risk Measure Inference In: Working Papers.
[Full Text][Citation analysis]
paper4

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