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 2 4 108
Dynamic modeling of large dimensional covariance matrices 0 0 0 162 0 2 4 269
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 1 75 0 3 6 163
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 6 6 197
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 0 6 8 201
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 0 5 7 172
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 0 3 7 217
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 2 134 5 13 18 389
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 0 7 7 34
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 2 180
Modelling and Forecasting Multivariate Realized Volatility 0 0 2 189 0 2 9 378
Modelling and forecasting multivariate realized volatility 0 0 0 99 2 11 12 220
On the Economic Evaluation of Volatility Forecasts 0 1 1 88 1 3 3 200
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 6 9 146
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 351 1 5 7 727
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility 0 0 0 62 1 4 8 308
Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 27 0 2 5 159
The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts 0 0 0 92 1 2 5 265
Total Working Papers 0 1 6 1,801 12 82 127 4,333

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 7 58
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 3 5 164
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise 0 0 0 146 1 6 11 382
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 1 3 8 56
Modelling and forecasting multivariate realized volatility 0 0 0 0 1 6 21 240
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY 0 0 0 22 1 2 8 85
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts 0 0 0 13 3 16 20 110
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach 0 0 0 5 0 2 4 53
Total Journal Articles 0 0 0 248 7 40 84 1,148

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Statistics updated 2026-03-04