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CREATES research paper
CoFE Discussion Paper
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CREATES Research Papers
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CREATES Research Paper 2009-56
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Global COE Hi-Stat Discussion Paper Series
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High frequency financial econometrics : recent developments ; with 64 tables
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On the economic evaluation of volatility forecasts
Voev, Valeri
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2009
Persistent link: https://www.econbiz.de/10003903525
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Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
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2009
Persistent link: https://www.econbiz.de/10003849539
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3
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
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4
Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana
;
Voev, Valeri
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2011
Persistent link: https://www.econbiz.de/10008807445
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5
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008651679
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