Valeri Voev

929 total citations
15 papers, 464 citations indexed

About

Valeri Voev is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Valeri Voev has authored 15 papers receiving a total of 464 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 12 papers in Economics and Econometrics and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Valeri Voev's work include Financial Risk and Volatility Modeling (14 papers), Complex Systems and Time Series Analysis (8 papers) and Market Dynamics and Volatility (6 papers). Valeri Voev is often cited by papers focused on Financial Risk and Volatility Modeling (14 papers), Complex Systems and Time Series Analysis (8 papers) and Market Dynamics and Volatility (6 papers). Valeri Voev collaborates with scholars based in Denmark, Germany and United Kingdom. Valeri Voev's co-authors include Asger Lunde, Peter Reinhard Hansen, Ingmar Nolte and Yifan Li and has published in prestigious journals such as Journal of Banking & Finance, Journal of Business and Economic Statistics and Journal of Applied Econometrics.

In The Last Decade

Valeri Voev

14 papers receiving 453 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Valeri Voev Denmark	9	424	352	130	56	53	15	464
Borus Jungbacker Netherlands	6	469 1.1×	460 1.3×	187 1.4×	59 1.1×	41 0.8×	8	608
Francisco Blasques Netherlands	10	256 0.6×	266 0.8×	114 0.9×	31 0.6×	50 0.9×	42	391
Genaro Sucarrat Norway	12	251 0.6×	294 0.8×	124 1.0×	42 0.8×	31 0.6×	31	396
Dong Hwan Oh United States	9	424 1.0×	329 0.9×	146 1.1×	49 0.9×	60 1.1×	24	544
Roel C. A. Oomen United Kingdom	14	619 1.5×	523 1.5×	182 1.4×	59 1.1×	42 0.8×	41	757
Markus Haas Germany	11	553 1.3×	456 1.3×	216 1.7×	59 1.1×	84 1.6×	25	670
Howard Shek United States	6	473 1.1×	407 1.2×	144 1.1×	83 1.5×	20 0.4×	9	549
Thierry Ané France	11	480 1.1×	409 1.2×	80 0.6×	72 1.3×	23 0.4×	16	560
Tina Hviid Rydberg United Kingdom	8	399 0.9×	209 0.6×	42 0.3×	69 1.2×	68 1.3×	10	476
Andrew J. Patton United States	3	403 1.0×	376 1.1×	119 0.9×	59 1.1×	18 0.3×	6	478

Countries citing papers authored by Valeri Voev

Since Specialization

Citations

This map shows the geographic impact of Valeri Voev's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Valeri Voev with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Valeri Voev more than expected).

Fields of papers citing papers by Valeri Voev

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Valeri Voev. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Valeri Voev. The network helps show where Valeri Voev may publish in the future.

Co-authorship network of co-authors of Valeri Voev

This figure shows the co-authorship network connecting the top 25 collaborators of Valeri Voev. A scholar is included among the top collaborators of Valeri Voev based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Valeri Voev. Valeri Voev is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

15 of 15 papers shown

Li, Yifan, et al.. (2022). Weighted Least Squares Realized Covariation Estimation. Journal of Banking & Finance. 137. 106420–106420.

Voev, Valeri, et al.. (2014). Forecasting Covariance Matrices: A Mixed Approach. Journal of Financial Econometrics. 14(2). 383–417. 5 indexed citations

Hansen, Peter Reinhard, Asger Lunde, & Valeri Voev. (2014). REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY. Journal of Applied Econometrics. 29(5). 774–799. 94 indexed citations

Nolte, Ingmar & Valeri Voev. (2012). Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise. Journal of Business and Economic Statistics. 30(1). 94–108. 8 indexed citations

Voev, Valeri, et al.. (2012). The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts. Journal of Empirical Finance. 20. 83–95. 15 indexed citations

Voev, Valeri, et al.. (2011). Modelling and Forecasting Multivariate Realized Volatility. 176 indexed citations

Voev, Valeri, et al.. (2011). Forecasting Covariance Matrices: A Mixed Frequency Approach. SSRN Electronic Journal. 6 indexed citations

Nolte, Ingmar & Valeri Voev. (2011). Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach. Journal of Financial Econometrics. 9(4). 685–716. 8 indexed citations

Nolte, Ingmar & Valeri Voev. (2010). Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach. SSRN Electronic Journal. 1 indexed citations

10.

Voev, Valeri. (2009). On the Economic Evaluation of Volatility Forecasts. SSRN Electronic Journal. 9 indexed citations

11.

Voev, Valeri, et al.. (2008). Modelling and Forecasting Multivariate Realized Volatility. SSRN Electronic Journal. 22 indexed citations

12.

Nolte, Ingmar & Valeri Voev. (2007). Estimating High-Frequency Based (Co-) Variances: A Unified Approach. SSRN Electronic Journal. 5 indexed citations

13.

Voev, Valeri. (2007). Dynamic Modelling of Large Dimensional Covariance Matrices. SSRN Electronic Journal. 1 indexed citations

14.

Voev, Valeri & Asger Lunde. (2006). Integrated Covariance Estimation using High-frequency Data in the Presence of Noise. Journal of Financial Econometrics. 5(1). 68–104. 87 indexed citations

15.

Voev, Valeri & Asger Lunde. (2006). Integrated Covariance Estimation Using High-Frequency Data in the Presence of Noise. SSRN Electronic Journal. 27 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact