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 7 261
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 1 2 4 80
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 0 89 1 1 3 348
Sequential methodology for signaling business cycle turning points 0 0 1 100 0 0 3 237
The conditional autoregressive wishart model for multivariate stock market volatility 0 0 0 128 0 1 2 335
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 0 0 1 28
Total Working Papers 0 0 1 416 2 6 20 1,289

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 1 3 6 52
CUSUM control charts for monitoring optimal portfolio weights 0 0 0 43 1 1 1 150
Correcting Intraday Periodicity Bias in Realized Volatility Measures 0 1 1 3 1 2 5 12
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE 0 0 0 7 1 2 2 19
Exponential smoothing of realized portfolio weights 0 0 1 12 0 1 3 50
Flexible shrinkage in portfolio selection 0 0 0 70 0 0 3 190
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 33 0 1 3 111
Interval shrinkage estimators 0 0 0 2 0 0 2 53
Intra-daily volatility spillovers in international stock markets 0 0 0 19 0 2 4 76
Modeling and Forecasting Realized Portfolio Diversification Benefits 0 0 0 11 0 0 1 43
Modeling and forecasting realized portfolio weights 0 1 2 8 0 1 5 19
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 9 1 2 5 34
Monitoring the mean of multivariate financial time series 0 0 0 2 0 0 2 4
Multivariate CUSUM chart: properties and enhancements 0 0 0 59 0 0 1 206
Multivariate Shrinkage for Optimal Portfolio Weights 0 0 2 94 1 1 5 298
No-transaction bounds and estimation risk 0 0 0 8 0 1 1 48
REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS 0 1 1 5 2 3 4 24
Sequential monitoring of minimum variance portfolio 0 0 0 78 0 0 0 251
Sequential monitoring of portfolio betas 0 0 0 8 1 1 2 34
Signaling NBER turning points: a sequential approach 0 0 0 5 0 0 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 0 82 1 3 4 350
The effect of intraday periodicity on realized volatility measures 0 0 0 0 1 1 2 10
The empirical similarity approach for volatility prediction 0 0 0 31 0 2 5 101
Unrestricted maximum likelihood estimation of multivariate realized volatility models 0 0 0 2 1 2 3 9
Using information quality for volatility model combinations 0 0 0 9 1 1 2 28
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 0 0 0 2 0 1 1 16
Total Journal Articles 0 3 7 633 13 31 74 2,302

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Statistics updated 2025-12-06