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 2 7 12 270
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 1 11 13 91
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 0 89 0 7 10 356
Sequential methodology for signaling business cycle turning points 0 0 0 100 2 5 9 245
The conditional autoregressive wishart model for multivariate stock market volatility 0 1 1 129 1 6 7 341
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 0 5 7 34
Total Working Papers 0 1 1 417 6 41 58 1,337

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 2 2 13 0 5 11 59
CUSUM control charts for monitoring optimal portfolio weights 0 0 1 44 1 4 6 155
Correcting Intraday Periodicity Bias in Realized Volatility Measures 0 0 2 4 0 5 8 18
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE 0 0 0 7 1 2 9 26
Exponential smoothing of realized portfolio weights 0 0 1 12 3 6 10 57
Flexible shrinkage in portfolio selection 0 0 0 70 0 1 6 193
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 33 0 8 18 127
Interval shrinkage estimators 0 0 0 2 0 4 4 57
Intra-daily volatility spillovers in international stock markets 1 1 1 20 2 6 10 83
Modeling and Forecasting Realized Portfolio Diversification Benefits 0 0 0 11 1 3 7 49
Modeling and forecasting realized portfolio weights 0 1 3 9 1 13 18 32
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 9 2 3 9 39
Monitoring the mean of multivariate financial time series 0 1 1 3 1 2 5 7
Multivariate CUSUM chart: properties and enhancements 0 0 0 59 0 2 3 208
Multivariate Shrinkage for Optimal Portfolio Weights 0 0 0 94 1 5 6 303
No-transaction bounds and estimation risk 0 0 0 8 0 2 4 51
REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS 0 0 1 5 0 2 7 27
Sequential monitoring of minimum variance portfolio 0 0 0 78 0 0 1 252
Sequential monitoring of portfolio betas 0 0 0 8 0 2 4 37
Signaling NBER turning points: a sequential approach 1 1 1 6 1 4 5 54
Statistical Surveillance of Volatility Forecasting Models 0 0 0 12 0 1 2 42
Statistical inferences for realized portfolio weights 0 0 0 8 0 3 4 28
The conditional autoregressive Wishart model for multivariate stock market volatility 0 1 1 83 0 18 38 385
The effect of intraday periodicity on realized volatility measures 0 0 0 0 1 3 4 13
The empirical similarity approach for volatility prediction 0 0 0 31 0 3 8 106
Unrestricted maximum likelihood estimation of multivariate realized volatility models 0 1 1 3 0 4 7 13
Using information quality for volatility model combinations 0 1 1 10 0 3 5 32
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 0 0 0 2 1 3 4 19
Total Journal Articles 2 9 16 644 16 117 223 2,472

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Statistics updated 2026-04-09