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 3 5 12 266
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 10 11 13 90
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 0 89 3 5 7 352
Sequential methodology for signaling business cycle turning points 0 0 0 100 2 5 6 242
The conditional autoregressive wishart model for multivariate stock market volatility 1 1 1 129 5 5 7 340
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 1 2 3 30
Total Working Papers 1 1 1 417 24 33 48 1,320

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? 1 1 1 12 4 7 12 58
CUSUM control charts for monitoring optimal portfolio weights 0 1 1 44 3 5 5 154
Correcting Intraday Periodicity Bias in Realized Volatility Measures 0 1 2 4 4 6 9 17
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE 0 0 0 7 0 6 7 24
Exponential smoothing of realized portfolio weights 0 0 1 12 2 3 6 53
Flexible shrinkage in portfolio selection 0 0 0 70 1 3 6 193
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 33 8 16 18 127
Interval shrinkage estimators 0 0 0 2 2 2 4 55
Intra-daily volatility spillovers in international stock markets 0 0 0 19 2 3 6 79
Modeling and Forecasting Realized Portfolio Diversification Benefits 0 0 0 11 2 5 6 48
Modeling and forecasting realized portfolio weights 0 0 2 8 7 7 12 26
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 9 1 4 8 37
Monitoring the mean of multivariate financial time series 1 1 1 3 1 2 4 6
Multivariate CUSUM chart: properties and enhancements 0 0 0 59 1 1 2 207
Multivariate Shrinkage for Optimal Portfolio Weights 0 0 1 94 2 3 5 300
No-transaction bounds and estimation risk 0 0 0 8 2 3 4 51
REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS 0 0 1 5 1 4 6 26
Sequential monitoring of minimum variance portfolio 0 0 0 78 0 1 1 252
Sequential monitoring of portfolio betas 0 0 0 8 1 3 4 36
Signaling NBER turning points: a sequential approach 0 0 0 5 3 3 4 53
Statistical Surveillance of Volatility Forecasting Models 0 0 0 12 1 2 2 42
Statistical inferences for realized portfolio weights 0 0 0 8 3 4 5 28
The conditional autoregressive Wishart model for multivariate stock market volatility 1 1 1 83 16 34 36 383
The effect of intraday periodicity on realized volatility measures 0 0 0 0 1 2 3 11
The empirical similarity approach for volatility prediction 0 0 0 31 2 4 9 105
Unrestricted maximum likelihood estimation of multivariate realized volatility models 0 0 0 2 3 4 6 12
Using information quality for volatility model combinations 1 1 1 10 3 5 5 32
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 0 0 0 2 2 2 3 18
Total Journal Articles 4 6 12 639 78 144 198 2,433

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Statistics updated 2026-02-12