Access Statistics for Vasyl Golosnoy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Intra-daily volatility spillovers between the US and German stock markets 0 0 0 80 0 2 21 258
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 0 1 4 78
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 0 89 0 1 1 346
Sequential methodology for signaling business cycle turning points 0 0 2 100 0 0 4 236
The conditional autoregressive wishart model for multivariate stock market volatility 0 0 0 128 0 1 2 334
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 0 0 0 27
Total Working Papers 0 0 2 416 0 5 32 1,279

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias corrections for exponentially transformed forecasts: Are they worth the effort? 0 0 0 11 0 0 5 48
CUSUM control charts for monitoring optimal portfolio weights 0 0 1 43 0 0 1 149
Correcting Intraday Periodicity Bias in Realized Volatility Measures 0 0 0 2 0 0 4 10
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE 0 0 0 7 0 0 0 17
Exponential smoothing of realized portfolio weights 0 0 0 11 0 0 0 47
Flexible shrinkage in portfolio selection 0 0 0 70 0 1 1 188
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 33 0 0 1 109
Interval shrinkage estimators 0 0 0 2 0 1 3 53
Intra-daily volatility spillovers in international stock markets 0 0 0 19 0 0 3 73
Modeling and Forecasting Realized Portfolio Diversification Benefits 0 0 0 11 0 0 0 42
Modeling and forecasting realized portfolio weights 1 1 2 7 1 1 3 15
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 9 0 2 3 31
Monitoring the mean of multivariate financial time series 0 0 1 2 0 0 1 2
Multivariate CUSUM chart: properties and enhancements 0 0 0 59 1 1 1 206
Multivariate Shrinkage for Optimal Portfolio Weights 0 0 3 94 0 0 7 297
No-transaction bounds and estimation risk 0 0 0 8 0 0 0 47
REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS 0 0 0 4 0 0 0 20
Sequential monitoring of minimum variance portfolio 0 0 0 78 0 0 0 251
Sequential monitoring of portfolio betas 0 0 0 8 0 1 2 33
Signaling NBER turning points: a sequential approach 0 0 0 5 1 1 1 50
Statistical Surveillance of Volatility Forecasting Models 0 0 0 12 0 0 0 40
Statistical inferences for realized portfolio weights 0 0 0 8 0 0 1 24
The conditional autoregressive Wishart model for multivariate stock market volatility 0 0 4 82 0 0 7 347
The effect of intraday periodicity on realized volatility measures 0 0 0 0 0 0 3 9
The empirical similarity approach for volatility prediction 0 0 0 31 1 1 3 99
Unrestricted maximum likelihood estimation of multivariate realized volatility models 0 0 0 2 0 0 1 6
Using information quality for volatility model combinations 0 0 0 9 0 0 1 27
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 0 0 0 2 0 0 0 15
Total Journal Articles 1 1 11 629 4 9 52 2,255

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Statistics updated 2025-06-06