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 7 15 273
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 3 4 16 94
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 0 89 2 6 12 358
Sequential methodology for signaling business cycle turning points 0 0 0 100 1 4 10 246
The conditional autoregressive wishart model for multivariate stock market volatility 0 0 1 129 1 2 8 342
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 1 5 8 35
Total Working Papers 0 0 1 417 11 28 69 1,348

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 1 2 13 2 3 13 61
CUSUM control charts for monitoring optimal portfolio weights 0 0 1 44 1 2 7 156
Correcting Intraday Periodicity Bias in Realized Volatility Measures 0 0 2 4 4 5 12 22
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE 0 0 0 7 0 2 9 26
Exponential smoothing of realized portfolio weights 0 0 1 12 3 7 13 60
Flexible shrinkage in portfolio selection 0 0 0 70 0 0 5 193
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 33 1 1 19 128
Interval shrinkage estimators 0 0 0 2 2 4 6 59
Intra-daily volatility spillovers in international stock markets 0 1 1 20 3 7 13 86
Modeling and Forecasting Realized Portfolio Diversification Benefits 0 0 0 11 1 2 8 50
Modeling and forecasting realized portfolio weights 0 1 3 9 4 10 22 36
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 9 5 7 13 44
Monitoring the mean of multivariate financial time series 0 0 1 3 0 1 5 7
Multivariate CUSUM chart: properties and enhancements 0 0 0 59 3 4 6 211
Multivariate Shrinkage for Optimal Portfolio Weights 0 0 0 94 1 4 7 304
No-transaction bounds and estimation risk 0 0 0 8 0 0 4 51
REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS 1 1 2 6 2 3 9 29
Sequential monitoring of minimum variance portfolio 0 0 0 78 1 1 2 253
Sequential monitoring of portfolio betas 0 0 0 8 2 3 6 39
Signaling NBER turning points: a sequential approach 0 1 1 6 2 3 7 56
Statistical Surveillance of Volatility Forecasting Models 2 2 2 14 3 3 5 45
Statistical inferences for realized portfolio weights 0 0 0 8 2 2 6 30
The conditional autoregressive Wishart model for multivariate stock market volatility 0 0 1 83 1 3 39 386
The effect of intraday periodicity on realized volatility measures 0 0 0 0 1 3 5 14
The empirical similarity approach for volatility prediction 0 0 0 31 1 2 9 107
Unrestricted maximum likelihood estimation of multivariate realized volatility models 1 2 2 4 6 7 13 19
Using information quality for volatility model combinations 1 1 2 11 4 4 9 36
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 0 0 0 2 3 4 7 22
Total Journal Articles 5 10 21 649 58 97 279 2,530

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Statistics updated 2026-05-06