Valeri Voev

Finance · 2006–2012

A researcher in the Science corpus: 3 papers; trusts 34 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

Whom Valeri Voev trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. P. R. Hansen
  3. Ole E. Barndorff-Nielsen
  4. N. Shephard
  5. Torben G. Andersen
  6. Asger Lunde
  7. Tim Bollerslev
  8. Jan Beran
  9. Andrew Ang
  10. Francis X. Diebold

Who trusts Valeri Voev overall

  1. Michael Mcaleer
  2. Asger Lunde
  3. P. R. Hansen
  4. Xin Jin
  5. Nikolaus Hautsch
  6. Marcelo C. Medeiros
  7. N. Shephard
  8. Lan Zhang
  9. John M. Maheu
  10. Yacine Aït-Sahalia

Papers from Valeri Voev's perspective

Ordered by how strongly the researchers Valeri Voev trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  3. Generalized autoregressive conditional heteroskedasticity
  4. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  5. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  6. Power and bipower variation with stochastic volatility and jumps
  7. Realized Variance and Market Microstructure Noise
  8. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  9. Dynamic Conditional Correlation
  10. New frontiers for arch models

Their papers