Browsing All of EconStor by Author Golosnoy, Vasyl
Showing results 1 to 9 of 9
| 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 |
| 2025 | Empirical similarity for revealing the US interest rate policy: modeling case-based decisions of the FOMC | Golosnoy, Vasyl; Okhrin, Yarema; Roos, Michael W. M. |