Prof. Dr. Vasyl Golosnoy
Lehrstuhlinhaber:in, Professor:in
Lehrstuhl:
Kompetenzfeld/er:
Sprechzeiten:
Nach Vereinbarung
Sprechzeiten:
Nach Vereinbarung
Filtermöglichkeiten:
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.
2022
Golosnoy, V., & Gribisch, B. (2022). Modeling and forecasting realized portfolio weights. Journal of Banking & Finance, 138, 106404.
2022
Golosnoy, V., Hildebrandt, B., Köhler, S., Schmid, W., & Seifert, M. I. (2022). Control charts for measurement error models. AStA Advances in Statistical Analysis, 1-20.