The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl, Gribisch, Bastian, Liesenfeld, Roman
Published in Journal of econometrics (01.03.2012)
Published in Journal of econometrics (01.03.2012)
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Journal Article
General uncertainty in portfolio selection: A case-based decision approach
Golosnoy, Vasyl, Okhrin, Yarema
Published in Journal of economic behavior & organization (01.09.2008)
Published in Journal of economic behavior & organization (01.09.2008)
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Journal Article
Monitoring the mean of multivariate financial time series
Garthoff, Robert, Golosnoy, Vasyl, Schmid, Wolfgang
Published in Applied stochastic models in business and industry (01.05.2014)
Published in Applied stochastic models in business and industry (01.05.2014)
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Journal Article
Bias corrections for exponentially transformed forecasts: Are they worth the effort?
Demetrescu, Matei, Golosnoy, Vasyl, Titova, Anna
Published in International journal of forecasting (01.07.2020)
Published in International journal of forecasting (01.07.2020)
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Journal Article
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl, Gribisch, Bastian, Liesenfeld, Roman
Published in Journal of international money and finance (01.05.2015)
Published in Journal of international money and finance (01.05.2015)
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Journal Article
Correcting Intraday Periodicity Bias in Realized Volatility Measures
Dette, Holger, Golosnoy, Vasyl, Kellermann, Janosch
Published in Econometrics and statistics (01.07.2022)
Published in Econometrics and statistics (01.07.2022)
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Journal Article
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl, Gribisch, Bastian, Seifert, Miriam Isabel
Published in Journal of empirical finance (01.09.2019)
Published in Journal of empirical finance (01.09.2019)
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Journal Article
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl, Hamid, Alain, Okhrin, Yarema
Published in Journal of banking & finance (01.03.2014)
Published in Journal of banking & finance (01.03.2014)
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Journal Article