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 0 0 0 104
Dynamic modeling of large dimensional covariance matrices 0 0 0 162 0 1 1 265
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 1 1 74 1 2 2 157
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 0 1 191
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 0 0 1 210
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 1 1 1 165
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 0 1 1 193
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 132 1 1 1 371
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 0 0 0 27
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 0 178
Modelling and Forecasting Multivariate Realized Volatility 0 0 1 187 0 1 4 369
Modelling and forecasting multivariate realized volatility 0 0 0 99 0 1 4 208
On the Economic Evaluation of Volatility Forecasts 0 0 0 87 0 0 0 197
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 0 0 137
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 351 0 1 2 720
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility 0 0 0 62 0 1 4 300
Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 27 0 0 0 154
The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts 0 0 1 92 0 1 2 260
Total Working Papers 0 1 3 1,795 3 11 24 4,206

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 0 0 1 51
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 0 2 159
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise 0 0 1 146 0 0 2 371
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 0 1 48
Modelling and forecasting multivariate realized volatility 0 0 0 0 0 2 6 219
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY 0 0 0 22 1 1 2 77
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts 0 0 1 13 0 1 2 90
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach 0 0 0 5 0 0 0 49
Total Journal Articles 0 0 2 248 1 4 16 1,064

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Statistics updated 2025-03-03