Rogier Quaedvlieg
- Finance top 2%
- Economics and Econometrics top 2%
- General Economics, Econometrics and Finance top 5%
- Management Science and Operations Research top 5%
- Statistics and Probability top 10%
- Co-authors
- Andrew J. PattonTim BollerslevJia LiZhipeng LiaoSébastien LaurentKris BoudtAsger LundeStephan Smeekes
- Topics
- Financial Risk and Volatility Modeling (16 papers)Market Dynamics and Volatility (9 papers)Monetary Policy and Economic Impact (8 papers)
- Partner nations
- NetherlandsUnited StatesGermany
In The Last Decade
Rogier Quaedvlieg
21 papers receiving 590 citations
Hit Papers
Peers
Comparison fields: 5 of 46
- Finance 471
- Economics and Econometrics 454
- General Economics, Econometrics and Finance 161
- Management Science and Operations Research 130
- Statistics and Probability 30
Countries citing papers authored by Rogier Quaedvlieg
This map shows the geographic impact of Rogier Quaedvlieg's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Rogier Quaedvlieg with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rogier Quaedvlieg more than expected).
Fields of papers citing papers by Rogier Quaedvlieg
This network shows the impact of papers produced by Rogier Quaedvlieg. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Rogier Quaedvlieg. The network helps show where Rogier Quaedvlieg may publish in the future.
Co-authorship network of co-authors of Rogier Quaedvlieg
This figure shows the co-authorship network connecting the top 25 collaborators of Rogier Quaedvlieg. A scholar is included among the top collaborators of Rogier Quaedvlieg based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Rogier Quaedvlieg. Rogier Quaedvlieg is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 1 | |
| 3 | 2 | |
| 4 | 11 | |
| 5 | 21 | |
| 6 | 5 | |
| 7 | 4 | |
| 8 | 0 | |
| 9 | 3 | |
| 10 | 33 | |
| 11 | 43 | |
| 12 | 64 | |
| 13 | 3 | |
| 14 | 3 | |
| 15 | 21 | |
| 16 | 2 | |
| 17 | 9 | |
| 18 | Exploiting the errors: A simple approach for improved volatility forecastingbreakdown → | 305 |
| 19 | 8 | |
| 20 | 4 |
About Rogier Quaedvlieg
Rogier Quaedvlieg is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 23 papers that have together received 602 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (16 papers), Market Dynamics and Volatility (9 papers) and Monetary Policy and Economic Impact (8 papers). The work is most often cited by research in Finance (471 citations), General Economics, Econometrics and Finance (161 citations) and Economics and Econometrics (454 citations). Rogier Quaedvlieg has collaborated with scholars based in Netherlands, United States and Germany. Frequent co-authors include Andrew J. Patton, Tim Bollerslev, Tim Bollerslev, Jia Li, Zhipeng Liao, Sébastien Laurent, Jia Li, Kris Boudt, Asger Lunde and Stephan Smeekes. Their work appears in journals such as Journal of Financial Economics, Econometrica and Journal of Econometrics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.