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 1 2 106
Dynamic modeling of large dimensional covariance matrices 0 0 0 162 0 0 3 267
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 2 75 1 1 5 160
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 0 0 191
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 2 2 3 195
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 2 2 3 167
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 1 2 4 214
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 2 134 1 2 6 376
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 1 1 2 180
Modelling and Forecasting Multivariate Realized Volatility 0 2 2 189 4 7 8 376
Modelling and forecasting multivariate realized volatility 0 0 0 99 0 0 2 209
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 1 3 3 140
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 351 0 0 3 722
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility 0 0 0 62 3 4 5 304
Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 27 2 3 3 157
The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts 0 0 0 92 1 1 4 263
Total Working Papers 0 2 6 1,800 19 29 56 4,251

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 2 5 56
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 0 2 161
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise 0 0 0 146 4 5 5 376
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 1 2 5 53
Modelling and forecasting multivariate realized volatility 0 0 0 0 3 10 17 234
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY 0 0 0 22 1 1 7 83
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts 0 0 0 13 2 2 5 94
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach 0 0 0 5 1 2 2 51
Total Journal Articles 0 0 0 248 12 24 48 1,108

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Statistics updated 2025-12-06