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 1 5 8 112
Dynamic modeling of large dimensional covariance matrices 0 0 0 162 2 2 6 271
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 75 4 4 9 167
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 1 2 8 199
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 2 4 11 176
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 0 1 8 218
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 2 3 11 204
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 1 134 2 8 19 392
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 2 2 9 36
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 3 3 5 183
Modelling and Forecasting Multivariate Realized Volatility 1 1 3 190 1 2 11 380
Modelling and forecasting multivariate realized volatility 1 1 1 100 4 9 19 227
On the Economic Evaluation of Volatility Forecasts 0 0 1 88 3 5 7 204
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 2 4 13 150
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 351 0 1 7 727
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility 0 0 0 62 3 5 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 0 2 6 266
Total Working Papers 2 2 7 1,803 32 64 176 4,385

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 1 1 18 3 4 10 62
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 3 3 7 167
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise 0 1 1 147 6 9 19 390
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 1 2 8 57
Modelling and forecasting multivariate realized volatility 0 0 0 0 4 7 27 246
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY 0 0 0 22 0 3 10 87
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts 0 0 0 13 3 8 24 115
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach 0 0 0 5 1 3 7 56
Total Journal Articles 1 2 2 250 21 39 112 1,180

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Statistics updated 2026-05-06