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 0 1 15 274
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 15 0 0 17 95
Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance 0 0 0 89 1 1 14 361
Sequential methodology for signaling business cycle turning points 0 0 0 100 0 0 9 246
The conditional autoregressive wishart model for multivariate stock market volatility 0 0 1 129 1 1 10 344
`To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers 0 0 0 4 1 1 9 37
Total Working Papers 0 0 1 417 3 4 74 1,357

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 4 15 0 4 16 65
CUSUM control charts for monitoring optimal portfolio weights 0 0 1 44 0 1 8 157
Correcting Intraday Periodicity Bias in Realized Volatility Measures 0 0 3 5 1 1 14 24
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE 0 0 0 7 0 0 9 26
Exponential smoothing of realized portfolio weights 0 0 0 12 0 1 12 61
Flexible shrinkage in portfolio selection 0 0 0 70 0 1 5 195
General uncertainty in portfolio selection: A case-based decision approach 0 0 0 33 0 1 19 129
Interval shrinkage estimators 0 0 0 2 0 0 6 59
Intra-daily volatility spillovers in international stock markets 0 0 1 20 0 0 12 86
Modeling and Forecasting Realized Portfolio Diversification Benefits 0 0 0 11 0 0 7 50
Modeling and forecasting realized portfolio weights 0 0 3 10 0 2 21 39
Modeling dynamics of metal price series via state space approach with two common factors 0 0 0 9 0 0 14 46
Monitoring the mean of multivariate financial time series 0 0 1 3 0 2 5 9
Multivariate CUSUM chart: properties and enhancements 0 0 0 59 0 0 5 211
Multivariate Shrinkage for Optimal Portfolio Weights 0 0 1 95 0 2 10 307
No-transaction bounds and estimation risk 0 0 0 8 0 0 4 51
REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS 0 0 2 6 0 0 8 29
Sequential monitoring of minimum variance portfolio 0 0 0 78 2 2 5 256
Sequential monitoring of portfolio betas 0 0 0 8 0 0 8 41
Signaling NBER turning points: a sequential approach 0 0 1 6 1 2 8 58
Statistical Surveillance of Volatility Forecasting Models 0 0 2 14 0 0 5 45
Statistical inferences for realized portfolio weights 0 0 0 8 0 0 8 32
The conditional autoregressive Wishart model for multivariate stock market volatility 1 1 2 84 2 4 43 390
The effect of intraday periodicity on realized volatility measures 0 0 1 1 1 2 8 17
The empirical similarity approach for volatility prediction 0 0 0 31 0 0 8 107
Unrestricted maximum likelihood estimation of multivariate realized volatility models 0 0 2 4 0 1 13 20
Using information quality for volatility model combinations 0 0 2 11 2 3 12 39
‘To have what they are having’: portfolio choice for mimicking mean–variance savers 0 0 0 2 0 0 8 23
Total Journal Articles 1 3 26 656 9 29 301 2,572

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Statistics updated 2026-09-10