Prof. Dr. Vasyl Golosnoy
Chair of the department, Professor
Field(s) of competence:
Office hours:
By arrangement
Office Hours
By arrangement
Filter options:
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
Dette, H., Golosnoy, V., & Kellermann, J. (2023). The effect of intraday periodicity on realized volatility measures. Metrika, 86(3), 315-342.
2022
Golosnoy, V., Gribisch, B., & Seifert, M. I. (2022). Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests. Wiley Interdisciplinary Reviews: Computational Statistics, 14(5), e1556.
2022
Dette, H., Golosnoy, V., & Kellermann, J. (2022). Correcting intraday periodicity bias in realized volatility measures. Econometrics and Statistics, 23, 36-52.
2021
Golosnoy, V., Köhler, S., Schmid, W., & Seifert, M. I. (2021). Testing for parameter changes in linear state space models. Applied Stochastic Models in Business and Industry, 37(6), 1060-1079.
2021
Golosnoy, V., & Seifert, M. I. (2021). Monitoring mean changes in persistent multivariate time series. Statistics, 55(3), 475-488.