Browsing All of EconStor by Author Golosnoy, Vasyl
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2007 | Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance | Herwartz, Helmut; Golosnoy, Vasyl |
2009 | Sequential methodology for signaling business cycle turning points | Golosnoy, Vasyl; Hogrefe, Jens |
2010 | The conditional autoregressive wishart model for multivariate stock market volatility | Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman |
2012 | Intra-daily volatility spillovers between the US and German stock markets | Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman |
2014 | Modeling dynamics of metal price series via state space approach with two common factors | Golosnoy, Vasyl; Rossen, Anja |
2019 | Modeling and forecasting realized portfolio diversification benefits | Golosnoy, Vasyl; Hildebrandt, Benno; Köhler, Steffen |
2022 | Control charts for measurement error models | Golosnoy, Vasyl; Hildebrandt, Benno; Köhler, Steffen; Schmid, Wolfgang; Seifert, Miriam Isabel |
2022 | The effect of intraday periodicity on realized volatility measures | Dette, Holger; Golosnoy, Vasyl; Kellermann, Janosch |