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 4 9 263
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 0 2 4 80
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 0 89 1 2 4 349
Sequential methodology for signaling business cycle turning points 0 0 0 100 3 3 5 240
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 1 1 2 29
Total Working Papers 0 0 0 416 7 13 26 1,296

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 2 5 8 54
CUSUM control charts for monitoring optimal portfolio weights 1 1 1 44 1 2 2 151
Correcting Intraday Periodicity Bias in Realized Volatility Measures 1 2 2 4 1 3 6 13
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE 0 0 0 7 5 7 7 24
Exponential smoothing of realized portfolio weights 0 0 1 12 1 1 4 51
Flexible shrinkage in portfolio selection 0 0 0 70 2 2 5 192
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 33 8 9 10 119
Interval shrinkage estimators 0 0 0 2 0 0 2 53
Intra-daily volatility spillovers in international stock markets 0 0 0 19 1 3 4 77
Modeling and Forecasting Realized Portfolio Diversification Benefits 0 0 0 11 3 3 4 46
Modeling and forecasting realized portfolio weights 0 0 2 8 0 0 5 19
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 9 2 3 7 36
Monitoring the mean of multivariate financial time series 0 0 0 2 1 1 3 5
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 1 5 298
No-transaction bounds and estimation risk 0 0 0 8 1 2 2 49
REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS 0 0 1 5 1 3 5 25
Sequential monitoring of minimum variance portfolio 0 0 0 78 1 1 1 252
Sequential monitoring of portfolio betas 0 0 0 8 1 2 3 35
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 1 1 1 41
Statistical inferences for realized portfolio weights 0 0 0 8 1 1 2 25
The conditional autoregressive Wishart model for multivariate stock market volatility 0 0 0 82 17 19 21 367
The effect of intraday periodicity on realized volatility measures 0 0 0 0 0 1 2 10
The empirical similarity approach for volatility prediction 0 0 0 31 2 4 7 103
Unrestricted maximum likelihood estimation of multivariate realized volatility models 0 0 0 2 0 2 3 9
Using information quality for volatility model combinations 0 0 0 9 1 2 2 29
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 0 0 0 2 0 1 1 16
Total Journal Articles 2 3 9 635 53 79 124 2,355

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Statistics updated 2026-01-09