Rogier Quaedvlieg

982 total citations · 1 hit paper
23 papers, 602 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 23 papers receiving a total of 602 indexed citations (citations by other indexed papers that have themselves been cited), including 17 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 (16 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 (16 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, Jia Li, Zhipeng Liao, Sébastien Laurent, Jia Li, Kris Boudt, Asger Lunde and Stephan Smeekes and has published in prestigious journals such as Journal of Financial Economics, Econometrica and Journal of Econometrics.

In The Last Decade

Rogier Quaedvlieg

21 papers receiving 590 citations

Hit Papers

Exploiting the errors: A simple approach for improved vol... 2015 2026 2018 2022 2015 100 200 300

Peers

Rogier Quaedvlieg
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
Replace Howard Shek with:
Howard Shek United States
Francesco Audrino Switzerland
Lars Stentoft Canada
Dobrislav Dobrev United States
Roel C. A. Oomen United Kingdom
Ioannis D. Vrontos Greece
Borus Jungbacker Netherlands
Anthony S. Tay Singapore
Burak Saltoğlu Türkiye
Sophia Zhengzi Li United States
Howard Shek United States View profile →
Citations per field, relative to Rogier Quaedvlieg
Rogier Quaedvlieg · 1×
Citations per year, relative to Rogier Quaedvlieg
Rogier Quaedvlieg · 1×

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

20 of 20 papers shown
# 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 forecasting breakdown →
305
19 8
20 4

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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