Rogier Quaedvlieg is a financial econometrician (Maastricht University, later Erasmus University Rotterdam) working on realized volatility, volatility forecasting, and the treatment of measurement error in high-frequency-based models.
Key Contributions / Features
Co-author of Bollerslev-Patton-Quaedvlieg (2016), introducing the HARQ model that adapts HAR parameters to realized-quarticity measurement error.