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 8 113
Dynamic modeling of large dimensional covariance matrices 0 0 0 162 1 3 7 274
Estimating High-Frequency Based (Co-) Variances: A Unified Approach 0 0 0 75 0 0 9 168
Estimating high-frequency based (co-) variances: A unified approach 0 0 0 93 0 1 10 201
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 0 1 13 206
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 0 0 13 178
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 1 1 10 222
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 134 0 1 20 394
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 1 2 11 38
Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise 0 0 0 86 0 0 4 183
Modelling and Forecasting Multivariate Realized Volatility 0 0 4 191 0 2 14 384
Modelling and forecasting multivariate realized volatility 0 0 1 100 1 1 19 228
On the Economic Evaluation of Volatility Forecasts 0 1 2 89 1 3 10 207
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market 0 0 0 42 0 0 13 150
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 351 0 2 8 730
Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility 0 0 0 62 0 1 15 315
Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility 0 0 0 27 0 2 9 163
The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts 0 0 0 92 1 2 8 270
Total Working Papers 0 1 7 1,805 6 23 201 4,424

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 3 20 0 1 12 66
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 2 8 169
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise 0 0 1 147 0 1 20 391
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise 0 0 0 6 0 1 7 58
Modelling and forecasting multivariate realized volatility 0 0 0 0 0 4 28 254
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY 0 0 0 22 0 0 8 90
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts 0 0 0 13 0 2 25 117
Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach 0 0 0 5 0 0 7 56
Total Journal Articles 0 0 4 252 0 11 115 1,201

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Statistics updated 2026-10-11