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 2 78 1 1 11 231
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 0 0 3 64
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 1 89 0 1 8 339
Sequential methodology for signaling business cycle turning points 0 1 1 97 0 2 6 223
The conditional autoregressive wishart model for multivariate stock market volatility 0 0 3 121 0 0 11 307
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 0 0 8 26
Total Working Papers 0 1 7 404 1 4 47 1,190


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CUSUM control charts for monitoring optimal portfolio weights 0 0 0 36 1 1 2 132
Flexible shrinkage in portfolio selection 0 0 1 62 1 1 10 173
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 31 0 0 4 105
Interval shrinkage estimators 0 0 0 0 0 1 1 43
Intra-daily volatility spillovers in international stock markets 1 1 5 13 1 2 13 52
Multivariate CUSUM chart: properties and enhancements 0 0 0 59 0 0 4 202
Multivariate Shrinkage for Optimal Portfolio Weights 0 1 6 80 0 1 9 273
No-transaction bounds and estimation risk 0 0 0 8 1 1 3 45
Sequential monitoring of minimum variance portfolio 0 0 0 76 0 1 1 248
Signaling NBER turning points: a sequential approach 0 0 0 5 0 0 1 48
Statistical Surveillance of Volatility Forecasting Models 0 0 2 11 0 1 4 36
The conditional autoregressive Wishart model for multivariate stock market volatility 0 1 7 56 2 7 23 246
The empirical similarity approach for volatility prediction 0 1 2 28 0 1 4 82
Using information quality for volatility model combinations 0 0 1 9 0 0 3 25
Total Journal Articles 1 4 24 474 6 17 82 1,710


Statistics updated 2021-01-03