Valeri Voev

Wirtschaftswissenschaftler

Has participated in:

Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
Dynamic Modelling of Large Dimensional Covariance Matrices
Forecasting covariance matrices : a mixed frequency approach
Panel Intensity Models with Latent Factors : An Application to the Trading Dynamics on the Foreign Exchange Market

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Valeri Voev

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