Access Statistics for Valeri Voev
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Trade-by-Trade Surprise Measure and Its Relation to Observed Spreadson the NYSE | 1 | 2 | 7 | 14 | 2 | 5 | 21 | 69 |
| Dynamic Modeling of Large Dimensional Covariance Matrices | 3 | 6 | 29 | 103 | 7 | 10 | 58 | 133 |
| Estimating High-Frequency Based (Co-) Variances: A Unified Approach | 2 | 3 | 18 | 45 | 4 | 7 | 34 | 60 |
| Estimating High-Frequency Based (Co-) Variances: A Unified Approach | 1 | 1 | 14 | 80 | 3 | 3 | 35 | 109 |
| Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise | 0 | 3 | 39 | 39 | 6 | 18 | 44 | 44 |
| Modelling and Forecasting Multivariate Realized Volatility | 3 | 5 | 28 | 56 | 3 | 6 | 39 | 43 |
| Modelling and Forecasting Multivariate Realized Volatility | 2 | 7 | 52 | 112 | 4 | 14 | 102 | 129 |
| Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤ | 1 | 1 | 11 | 37 | 2 | 2 | 20 | 76 |
| Total Working Papers | 13 | 28 | 198 | 486 | 31 | 65 | 353 | 663 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Integrated Covariance Estimation using High-frequency Data in the Presence of Noise | 3 | 7 | 30 | 63 | 5 | 13 | 61 | 138 |
| Total Journal Articles | 3 | 7 | 30 | 63 | 5 | 13 | 61 | 138 |
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