Prof. Dr. Vasyl Golosnoy
Chair of the department, Professor
Office hours:
By arrangement
Office Hours
By arrangement
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2022
Vogler, J., Golosnoy, V. (2022). Unrestricted Maximum Likelihood Estimation of Multivariate Realized Volatility Models. European Journal of Operational Research, forthcoming.
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, in press.
2021
Golosnoy, V., Gribisch, B., Seifert, M.I. (2021+). Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests. WIREs Computational Statistics, in press.
2021
Dette, H., Golosnoy, V., Kellermann, J. (2021+). Correcting Intraday Periodicity Bias in Realized Volatility Measures. Econometrics and Statistics, in press. [WP]
2020
Golosnoy, V., Schmid, W., Seifert, M.I., Lazariv, T. (2020): Statistical inferences for realized portfolio weights. Econometrics and Statistics 14, 49–62.
2020
Demetrescu, M., Golosnoy, V., Titova, A. (2020). Bias corrections for exponentially transformed forecasts: Are they worth the effort? International Journal of Forecasting 36, 761–780.
