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Publications by Valeri Voev

Forecasting Covariance Matrices: A Mixed Frequency Approach

SSRN Electronic Journal

English

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Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

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Social Sciences

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Real-Time Forecasting With a Mixed-Frequency VAR

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Forecasting Quarterly Russian GDP Growth With Mixed-Frequency Data

Russian Journal of Money and Finance

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Shrinkage Estimators for Covariance Matrices

Molecular Biology

Applied Mathematics

Biological Sciences

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A Scalable Sparse Cholesky Based Approach for Learning High-Dimensional Covariance Matrices in Ordered Data

Machine Learning

Artificial Intelligence

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Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

English

Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach

Working paper (Federal Reserve Bank of Philadelphia)

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Monthly Forecasting of GDP With Mixed-Frequency Multivariate Singular Spectrum Analysis

International Journal of Forecasting

International Management

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A Mixed Frequency Approach for Stock Returns and Valuation Ratios

Economics Letters

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