Vasyl Golosnoy
Names
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Vasyl |
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Golosnoy |
Identifer
Contact
Affiliations
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Ruhr-Universität Bochum
/ Fakultät für Wirtschaftswissenschaft
Research profile
author of:
- `To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers (RePEc:arx:papers:1611.01524)
by Vasyl Golosnoy & Nestor Parolya - Real-Time Monitoring Of The Us Inflation Expectation Process (RePEc:cup:macdyn:v:23:y:2019:i:06:p:2221-2249_00)
by Golosnoy, Vasyl & Roestel, Jan - CUSUM control charts for monitoring optimal portfolio weights (RePEc:eee:csdana:v:55:y:2011:i:11:p:2991-3009)
by Golosnoy, Vasyl & Ragulin, Sergiy & Schmid, Wolfgang - Flexible shrinkage in portfolio selection (RePEc:eee:dyncon:v:33:y:2009:i:2:p:317-328)
by Golosnoy, Vasyl & Okhrin, Yarema - The conditional autoregressive Wishart model for multivariate stock market volatility (RePEc:eee:econom:v:167:y:2012:i:1:p:211-223)
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman - Statistical inferences for realized portfolio weights (RePEc:eee:ecosta:v:14:y:2020:i:c:p:49-62)
by Golosnoy, Vasyl & Schmid, Wolfgang & Seifert, Miriam Isabel & Lazariv, Taras - Correcting Intraday Periodicity Bias in Realized Volatility Measures (RePEc:eee:ecosta:v:23:y:2022:i:c:p:36-52)
by Dette, Holger & Golosnoy, Vasyl & Kellermann, Janosch - Unrestricted maximum likelihood estimation of multivariate realized volatility models (RePEc:eee:ejores:v:304:y:2023:i:3:p:1063-1074)
by Vogler, Jan & Golosnoy, Vasyl - Exponential smoothing of realized portfolio weights (RePEc:eee:empfin:v:53:y:2019:i:c:p:222-237)
by Golosnoy, Vasyl & Gribisch, Bastian & Seifert, Miriam Isabel - Bias corrections for exponentially transformed forecasts: Are they worth the effort? (RePEc:eee:intfor:v:36:y:2020:i:3:p:761-780)
by Demetrescu, Matei & Golosnoy, Vasyl & Titova, Anna - Modeling and forecasting realized portfolio weights (RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000048)
by Golosnoy, Vasyl & Gribisch, Bastian - The empirical similarity approach for volatility prediction (RePEc:eee:jbfina:v:40:y:2014:i:c:p:321-329)
by Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema - General uncertainty in portfolio selection: A case-based decision approach (RePEc:eee:jeborg:v:67:y:2008:i:3-4:p:718-734)
by Golosnoy, Vasyl & Okhrin, Yarema - Intra-daily volatility spillovers in international stock markets (RePEc:eee:jimfin:v:53:y:2015:i:c:p:95-114)
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman - Modeling and Forecasting Realized Portfolio Diversification Benefits (RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:116-:d:247544)
by Vasyl Golosnoy & Benno Hildebrandt & Steffen Köhler - Statistical Surveillance of Volatility Forecasting Models (RePEc:oup:jfinec:v:10:y:2012:i:3:p:513-543)
by Vasyl Golosnoy & Iryna Okhrin & Wolfgang Schmid - Sequential monitoring of minimum variance portfolio (RePEc:spr:alstar:v:91:y:2007:i:1:p:39-55)
by Vasyl Golosnoy - Multivariate CUSUM chart: properties and enhancements (RePEc:spr:alstar:v:93:y:2009:i:3:p:263-279)
by Vasyl Golosnoy & Sergiy Ragulin & Wolfgang Schmid - Modeling dynamics of metal price series via state space approach with two common factors (RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1267-9)
by Vasyl Golosnoy & Anja Rossen - The effect of intraday periodicity on realized volatility measures (RePEc:spr:metrik:v:86:y:2023:i:3:d:10.1007_s00184-022-00875-0)
by Holger Dette & Vasyl Golosnoy & Janosch Kellermann - Sequential monitoring of portfolio betas (RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0783-6)
by Vasyl Golosnoy - Multivariate Shrinkage for Optimal Portfolio Weights (RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458)
by Vasyl Golosnoy & Yarema Okhrin - Interval shrinkage estimators (RePEc:taf:japsta:v:38:y:2011:i:3:p:465-477)
by Vasyl Golosnoy & Roman Liesenfeld - Signaling NBER turning points: a sequential approach (RePEc:taf:japsta:v:40:y:2013:i:2:p:438-448)
by Vasyl Golosnoy & Jens Hogrefe - No-transaction bounds and estimation risk (RePEc:taf:quantf:v:10:y:2010:i:5:p:487-493)
by Vasyl Golosnoy - Using information quality for volatility model combinations (RePEc:taf:quantf:v:15:y:2015:i:6:p:1055-1073)
by Vasyl Golosnoy & Yarema Okhrin - ‘To have what they are having’: portfolio choice for mimicking mean–variance savers (RePEc:taf:quantf:v:17:y:2017:i:11:p:1645-1653)
by Vasyl Golosnoy & Nestor Parolya - Monitoring the mean of multivariate financial time series (RePEc:wly:apsmbi:v:30:y:2014:i:3:p:328-340)
by Robert Garthoff & Vasyl Golosnoy & Wolfgang Schmid - Dynamic Modeling Of High-Dimensional Correlation Matrices In Finance (RePEc:wsi:ijtafx:v:15:y:2012:i:05:n:s0219024912500355)
by Vasyl Golosnoy & Helmut Herwartz - The conditional autoregressive wishart model for multivariate stock market volatility (RePEc:zbw:cauewp:201007)
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman - Intra-daily volatility spillovers between the US and German stock markets (RePEc:zbw:cauewp:201206)
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman - Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance (RePEc:zbw:cauewp:5903)
by Herwartz, Helmut & Golosnoy, Vasyl - Modeling dynamics of metal price series via state space approach with two common factors (RePEc:zbw:hwwirp:156)
by Golosnoy, Vasyl & Rossen, Anja - Sequential methodology for signaling business cycle turning points (RePEc:zbw:ifwkwp:1528)
by Golosnoy, Vasyl & Hogrefe, Jens