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 4 8 112
Dynamic modeling of large dimensional covariance matrices 0 0 0 162 0 2 6 271
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 75 0 4 9 167
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 2 8 199
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 1 5 12 177
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 0 3 11 204
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 2 3 10 220
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 1 134 0 3 19 392
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 0 2 9 36
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 3 5 183
Modelling and Forecasting Multivariate Realized Volatility 0 1 3 190 0 2 11 380
Modelling and forecasting multivariate realized volatility 0 1 1 100 0 7 19 227
On the Economic Evaluation of Volatility Forecasts 0 0 1 88 0 4 7 204
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 4 13 150
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 351 1 1 8 728
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility 0 0 0 62 0 4 12 312
Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 27 0 2 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 2 7 267
Total Working Papers 0 2 7 1,803 5 57 181 4,390

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 1 2 2 19 2 6 12 64
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 3 7 167
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise 0 1 1 147 0 8 19 390
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 1 8 57
Modelling and forecasting multivariate realized volatility 0 0 0 0 2 8 28 248
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY 0 0 0 22 2 4 11 89
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts 0 0 0 13 0 5 24 115
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach 0 0 0 5 0 3 7 56
Total Journal Articles 1 3 3 251 6 38 116 1,186

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Statistics updated 2026-06-04