Assistant Professor



Education: Master of Arts in International Business Economics, Univ. of Konstanz
Position: Assistant Professor

Administrative Assistant: Martha Berdiin (CREATES) and Thomas Stephansen
Mail: vvoev@creates.au.dk
Phone: +45 8942 1539
Office: Room 215, Building 1326
Personal Home Page
Official Site

Valeri Voev Studied Economics (BA) in Sofia University (1997-2001), MA in International Economic Relations from Konstanz, Germany (2001-2003). From 2003 to 2008 enrolled at the Graduate School at the University of Konstanz and in 2008 awarded the title Dr. rer. pol. (Ph.D. in Economics). Since April 2008  – a post-doctoral student at the CREATES, School of Economics and Management, University of Aarhus and from September 2008 – an assistant professor.

 
Teaching Interests    

• Time series econometrics
• High-frequency financial econometrics
• Volatility and risk modeling and estimation
• Duration and intensity-based models

Research Interests

• Time series econometrics
• High-frequency financial econometrics
• Volatility and risk modeling and estimation
• Duration and intensity-based models

Selected Publications        

• V. Voev & R. Chiriac, 2009: Modelling and Forecasting Multivariate Realized Volatility, Journal of Applied Econometrcs, forthcoming.
• V. Voev, 2008: Dynamic Modelling of Large Dimensional Covariance Matrices, Recent Developments in High Frequency Financial Econometrics, L.Bauwens, W. Pohlmeier & D.  Veredas (eds.), Studies in Empirical Economics, Springer, Berlin
• V. Voev & A. Lunde, 2007: Integrated Covariance Estimation Using High-Frequency Data in the Presence of Noise, (link to working paper version), Journal of Financial Econometrics, 5, 68-104