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Vasyl Golosnoy

ruhr university bochum

12H指数
58论文数
571被引数
收录论文 6
发表时间
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Unrestricted maximum likelihood estimation of multivariate realized volatility models
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-02-01
err0
PREAI
errVogler, Jan; Golosnoy, Vasyl
err分享
err收藏
Modeling and forecasting realized portfolio weights
errJOURNAL OF BANKING & FINANCE
IF3.8
err2022-05-01
err7
PREAI
errGolosnoy, Vasyl; Gribisch, Bastian
err分享
err收藏
Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests
errWILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS
IF5.4
err2021-05-04
err5
errOAAI
errGolosnoy, Vasyl; Gribisch, Bastian; Seifert, Miriam Isabel
err分享
err收藏
Bias corrections for exponentially transformed forecasts: Are they worth the effort?
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2020-07-01
err4
PREAI
errDemetrescu, Matei; Golosnoy, Vasyl; Titova, Anna
err分享
err收藏
The empirical similarity approach for volatility prediction
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-03-01
err18
errOAAI
errGolosnoy, Vasyl; Hamid, Alain; Okhrin, Yarema
err分享
err收藏
The conditional autoregressive Wishart model for multivariate stock market volatility多元股市波动的条件自回归Wishart模型
errJOURNAL OF ECONOMETRICS
IF4
err2012-03-01
err100
errOAAI
errGolosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
R
Roman Liesenfeld
H 指数: 19 · 论文数: 106
Y
Yarema Okhrin
H 指数: 19 · 论文数: 97
M
Matei Demetrescu
H 指数: 12 · 论文数: 85
B
Bastian Gribisch
H 指数: 8 · 论文数: 30
M
Miriam Isabel Seifert
H 指数: 7 · 论文数: 23
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