Prof. Dr. Vasyl Golosnoy
Chair of the department, Professor
Field(s) of competence:
Office hours:
By arrangement
Office Hours
By arrangement
Filter options:
2025
Golosnoy, V., Gribisch, B., Schmid, W., & Seifert, M. I. (2025). Combining portfolio rules to improve prediction of global minimum variance portfolio weights. The European Journal of Finance, 1–18.
2023
Dette, H., Golosnoy, V., & Kellermann, J. (2023). The effect of intraday periodicity on realized volatility measures. Metrika, 86(3), 315-342.
2023
Vogler, J., Golosnoy, V. (2023). Unrestricted Maximum Likelihood Estimation of Multivariate Realized Volatility Models. European Journal of Operational Research 304(3): 1063-1074.
2023
Golosnoy, V., Hildebrandt, B., Köhler, S., Schmid, W., & Seifert, M. I. (2023). Control charts for measurement error models. AStA Advances in Statistical Analysis 107(4): 693-712.
2022
Golosnoy, V., & Gribisch, B. (2022). Modeling and forecasting realized portfolio weights. Journal of Banking & Finance, 138, 106404.
2022
Dette, H., Golosnoy, V., & Kellermann, J. (2022). Correcting intraday periodicity bias in realized volatility measures. Econometrics and Statistics, 23, 36-52.