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 1 22 259
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 0 0 3 78
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 0 89 0 1 2 347
Sequential methodology for signaling business cycle turning points 0 0 1 100 1 1 4 237
The conditional autoregressive wishart model for multivariate stock market volatility 0 0 0 128 0 0 2 334
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 1 1 1 28
Total Working Papers 0 0 1 416 2 4 34 1,283

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 1 5 49
CUSUM control charts for monitoring optimal portfolio weights 0 0 0 43 0 0 0 149
Correcting Intraday Periodicity Bias in Realized Volatility Measures 0 0 0 2 0 0 3 10
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE 0 0 0 7 0 0 0 17
Exponential smoothing of realized portfolio weights 1 1 1 12 2 2 2 49
Flexible shrinkage in portfolio selection 0 0 0 70 0 2 3 190
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 33 0 1 2 110
Interval shrinkage estimators 0 0 0 2 0 0 2 53
Intra-daily volatility spillovers in international stock markets 0 0 0 19 0 1 3 74
Modeling and Forecasting Realized Portfolio Diversification Benefits 0 0 0 11 1 1 1 43
Modeling and forecasting realized portfolio weights 0 0 1 7 1 3 4 18
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 9 0 1 4 32
Monitoring the mean of multivariate financial time series 0 0 1 2 2 2 3 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 0 0 6 297
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 1 1 21
Sequential monitoring of minimum variance portfolio 0 0 0 78 0 0 0 251
Sequential monitoring of portfolio betas 0 0 0 8 0 0 2 33
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 3 82 0 0 6 347
The effect of intraday periodicity on realized volatility measures 0 0 0 0 0 0 2 9
The empirical similarity approach for volatility prediction 0 0 0 31 0 0 3 99
Unrestricted maximum likelihood estimation of multivariate realized volatility models 0 0 0 2 0 1 2 7
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 8 630 7 16 58 2,271

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05