Narrow search
Showing 1 - 4 of 4
Cover Image
Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise
Nolte, Ingmar; Voev, Valeri - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 94-109
Persistent link: https://www.econbiz.de/10009840082
Cover Image
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus; Voev, Valeri - In: Journal of empirical finance 20 (2013), pp. 83-95
Persistent link: https://www.econbiz.de/10010063416
Cover Image
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
Halbleib, Roxana; Voev, Valeri - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 1, pp. 134-153
Persistent link: https://www.econbiz.de/10009000074
Cover Image
Modelling and forecasting multivariate realized volatility
Chiriac, Roxana; Voev, Valeri - In: Journal of applied econometrics 26 (2011) 6, pp. 922-948
Persistent link: https://www.econbiz.de/10009290256