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 spreads on the NYSE 0 0 0 25 3 4 7 111
Dynamic modeling of large dimensional covariance matrices 0 0 0 162 0 1 4 269
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 75 0 3 6 163
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 1 4 7 198
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 1 4 9 202
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 1 4 8 218
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 2 4 9 174
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 1 134 1 14 17 390
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 0 4 7 34
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 2 180
Modelling and Forecasting Multivariate Realized Volatility 0 0 2 189 1 2 10 379
Modelling and forecasting multivariate realized volatility 0 0 0 99 3 9 15 223
On the Economic Evaluation of Volatility Forecasts 0 1 1 88 1 4 4 201
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 2 5 11 148
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 351 0 3 7 727
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility 0 0 0 62 1 2 9 309
Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 27 2 3 7 161
The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts 0 0 0 92 1 3 6 266
Total Working Papers 0 1 5 1,801 20 73 145 4,353

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Covariance Matrices: A Mixed Approach 0 0 0 17 1 3 7 59
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 3 4 164
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise 1 1 1 147 2 7 13 384
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 3 7 56
Modelling and forecasting multivariate realized volatility 0 0 0 0 2 8 23 242
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY 0 0 0 22 2 4 10 87
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts 0 0 0 13 2 16 21 112
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach 0 0 0 5 2 3 6 55
Total Journal Articles 1 1 1 249 11 47 91 1,159

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Statistics updated 2026-04-09