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Articles in journals

Articles in readers

  • Golosnoy, V., Okhrin, I., Ragulin, S., Schmid, W. (2010). "On the Application of SPC in Finance",
    in Lenz, H.-J., Wilrich, P.-T., Schmid, W. (Eds.) Frontiers in Statistical Quality Control 9, 119-130. (link)
  • Golosnoy, V., Schmid, W. (2009). "Statistical Process Control in Asset Management",
    in W. Härdle, N. Hautsch, L. Overbeck (editors) Applied Quantitative Finance, Springer, 2nd edition, 399-416. (link)
  • Golosnoy, V., Schmid, W., Okhrin, I. (2007). "Sequential Monitoring of Optimal Portfolio Weights",
    in M. Frisén (editor) Financial Surveillance, Wiley, 179-211. (link)


  • Golosnoy, V., Okhrin, I., Schmid, W. (2011). Monitoring Validity of Daily Volatility Model,
    Proceedings of the ISI World Statistics Congress, 58th Session in Dublin 2011, Link.
  • Golosnoy, V., Okhrin, I., Schmid, W. (2009). Modeling and Forecasting Realized Volatility via State-Space Representation,
    9th Workshop on Stochastic Models and Their Applications, RWTH Aachen. (Proceedings, pp. 32-33.)
  • Golosnoy, V., Okhrin, I., Schmid, W. (2007). Surveillance of the Minimum Variance Portfolio Composition,
    Bulletin of the International Statistical Institute (ISI), 56th Session in Lisbon 2007, (Proceedings, pp. 2029-2032.)