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Prof. Dr. Vasyl Golosnoy
Lehrstuhlinhaber:in, Professor:in

Kompetenzfeld/er:

Raum

GD 03/614

Sprechzeiten:

Nach Vereinbarung

Raum

GD 03/614

Sprechzeiten:

Nach Vereinbarung

Publikationen

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Publikationsarten
2022

Vogler, J., Golosnoy, V. (2023). Unrestricted Maximum Likelihood Estimation of Multivariate Realized Volatility Models. European Journal of Operational Research 304(3): 1063-1074.

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.