Rogier Quaedvlieg

37 total papers · 962 total citations
22 papers, 592 citations indexed

About

Rogier Quaedvlieg is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Rogier Quaedvlieg has authored 22 papers receiving a total of 592 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 12 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Rogier Quaedvlieg's work include Financial Risk and Volatility Modeling (15 papers), Market Dynamics and Volatility (9 papers) and Monetary Policy and Economic Impact (8 papers). Rogier Quaedvlieg is often cited by papers focused on Financial Risk and Volatility Modeling (15 papers), Market Dynamics and Volatility (9 papers) and Monetary Policy and Economic Impact (8 papers). Rogier Quaedvlieg collaborates with scholars based in Netherlands, United States and Germany. Rogier Quaedvlieg's co-authors include Andrew J. Patton, Tim Bollerslev, Tim Bollerslev, Sébastien Laurent, Jia Li, Zhipeng Liao, Kris Boudt, Jia Li, Asger Lunde and Christophe Hurlin and has published in prestigious journals such as Journal of Financial Economics, Econometrica and Journal of Econometrics.

In The Last Decade

Rogier Quaedvlieg

20 papers receiving 582 citations

Hit Papers

normalize citations (0→100%) normalize lifespan (0→100%) sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation benchmark for papers published in the same subfield and year, or reaches the top citation threshold in at least one of its specific research topics.

Exploiting the errors: A simple approach for improved volatility forecasting

2015 303 citations Tim Bollerslev, Andrew J. Patton et al. Journal of Econometrics profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Rogier Quaedvlieg	463	445	158	128	30	22	592
Christian Pigorsch	532 1.1×	467 1.0×	117 0.7×	107 0.8×	25 0.8×	19	659
Howard Shek	471 1.0×	407 0.9×	143 0.9×	83 0.6×	20 0.7×	9	547
Toshiaki Watanabe	396 0.9×	464 1.0×	209 1.3×	46 0.4×	32 1.1×	42	618
Giacomo Sbrana	195 0.4×	375 0.8×	187 1.2×	103 0.8×	19 0.6×	37	572
Francesco Audrino	522 1.1×	446 1.0×	162 1.0×	127 1.0×	55 1.8×	61	646
Anthony S. Tay	440 1.0×	415 0.9×	293 1.9×	143 1.1×	60 2.0×	14	687
Eric Hillebrand	301 0.7×	355 0.8×	196 1.2×	77 0.6×	25 0.8×	42	578
Lars‐Erik Öller	158 0.3×	382 0.9×	335 2.1×	170 1.3×	30 1.0×	23	620
Emese Lazar	327 0.7×	302 0.7×	124 0.8×	48 0.4×	27 0.9×	28	536
Ioannis D. Vrontos	486 1.0×	392 0.9×	192 1.2×	122 1.0×	61 2.0×	49	634

Countries citing papers authored by Rogier Quaedvlieg

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

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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.

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