Items where Author is "Voev, Valeri"

Li, Yifan and Nolte, Ingmar and Vasios, Michalis and Voev, Valeri and Xu, Qi (2022) Weighted Least Squares Realized Covariation Estimation. Journal of Banking and Finance, 137: 106420. ISSN 0378-4266

Nolte, Ingmar and Vasios, Michalis and Voev, Valeri and Xu, Qi (2019) A Least Squares Regression Realised Covariation Estimation. Working Paper. SSRN Working Paper.

Nolte, Ingmar and Voev, Valeri (2012) Least Squares inference on integrated volatility and the relationship between efficient Prices and noise. Journal of Business and Economic Statistics, 30 (1). pp. 94-108. ISSN 0735-0015

Nolte, Ingmar and Voev, Valeri (2011) Trading dynamics in the foreign exchange market : a latent factor panel intensity approach. Journal of Financial Econometrics, 9 (4). pp. 685-716. ISSN 1479-8409