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 0 1 264
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 0 73 0 0 0 155
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 1 2 191
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 0 0 0 192
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 0 0 3 210
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 1 99 0 0 3 164
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 132 0 0 0 370
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 3 367
Modelling and forecasting multivariate realized volatility 0 0 1 99 0 2 5 207
On the Economic Evaluation of Volatility Forecasts 0 0 1 87 0 0 1 197
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 0 2 718
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility 0 0 0 62 1 2 8 299
Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 27 0 0 1 154
The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts 0 1 1 92 0 1 2 259
Total Working Papers 0 1 5 1,794 1 7 31 4,193

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 50
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 1 5 159
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise 1 1 2 146 1 1 6 370
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 0 0 47
Modelling and forecasting multivariate realized volatility 0 0 0 0 0 2 6 217
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY 0 0 0 22 0 1 2 76
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts 0 0 1 13 0 0 2 89
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach 0 0 0 5 0 0 0 49
Total Journal Articles 1 1 3 248 1 5 22 1,057

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Statistics updated 2024-09-04