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Vasyl Golosnoy

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This is information that was supplied by Vasyl Golosnoy in registering through RePEc. If you are Vasyl Golosnoy , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Vasyl
Middle Name:
Last Name: Golosnoy
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RePEc Short-ID: pgo641

Email: [This author has chosen not to make the email address public]
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Affiliation

Fakultät für Wirtschaftswissenschaft
Ruhr-Universität Bochum
Location: Bochum, Germany
Homepage: http://www.ruhr-uni-bochum.de/wiwi/
Email:
Phone: (02 34) 700 - 28 84
Fax: (02 34) 70 94 - 140
Postal: Universitätsstraße 150, 44801 Bochum
Handle: RePEc:edi:fwbocde (more details at EDIRC)

Works

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Working papers

  1. Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2012. "Intra-daily volatility spillovers between the US and German stock markets," Economics Working Papers 2012-06, Christian-Albrechts-University of Kiel, Department of Economics.
  2. Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2010. "The conditional autoregressive wishart model for multivariate stock market volatility," Economics Working Papers 2010,07, Christian-Albrechts-University of Kiel, Department of Economics.
  3. Vasyl Golosnoy & Jens Hogrefe, 2009. "Sequential Methodology for Signaling Business Cycle Turning Points," Kiel Working Papers 1528, Kiel Institute for the World Economy.
  4. Herwartz, Helmut & Golosnoy, Vasyl, 2007. "Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance," Economics Working Papers 2007,23, Christian-Albrechts-University of Kiel, Department of Economics.

Articles

  1. Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema, 2014. "The empirical similarity approach for volatility prediction," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 321-329.
  2. Vasyl Golosnoy & Jens Hogrefe, 2013. "Signaling NBER turning points: a sequential approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(2), pages 438-448, February.
  3. Vasyl Golosnoy & Helmut Herwartz, 2012. "Dynamic Modeling Of High-Dimensional Correlation Matrices In Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(05), pages 1250035-1-1.
  4. Vasyl Golosnoy & Iryna Okhrin & Wolfgang Schmid, 2012. "Statistical Surveillance of Volatility Forecasting Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(3), pages 513-543, June.
  5. Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2012. "The conditional autoregressive Wishart model for multivariate stock market volatility," Journal of Econometrics, Elsevier, vol. 167(1), pages 211-223.
  6. Vasyl Golosnoy & Roman Liesenfeld, 2011. "Interval shrinkage estimators," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(3), pages 465-477, October.
  7. Golosnoy, Vasyl & Ragulin, Sergiy & Schmid, Wolfgang, 2011. "CUSUM control charts for monitoring optimal portfolio weights," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2991-3009, November.
  8. Vasyl Golosnoy, 2010. "No-transaction bounds and estimation risk," Quantitative Finance, Taylor & Francis Journals, vol. 10(5), pages 487-493.
  9. Golosnoy, Vasyl & Okhrin, Yarema, 2009. "Flexible shrinkage in portfolio selection," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 317-328, February.
  10. Vasyl Golosnoy & Sergiy Ragulin & Wolfgang Schmid, 2009. "Multivariate CUSUM chart: properties and enhancements," AStA Advances in Statistical Analysis, Springer, vol. 93(3), pages 263-279, September.
  11. Golosnoy, Vasyl & Okhrin, Yarema, 2008. "General uncertainty in portfolio selection: A case-based decision approach," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 718-734, September.
  12. Vasyl Golosnoy & Yarema Okhrin, 2007. "Multivariate Shrinkage for Optimal Portfolio Weights," The European Journal of Finance, Taylor & Francis Journals, vol. 13(5), pages 441-458.
  13. Vasyl Golosnoy, 2007. "Sequential monitoring of minimum variance portfolio," AStA Advances in Statistical Analysis, Springer, vol. 91(1), pages 39-55, March.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2009-07-28. Author is listed
  2. NEP-ECM: Econometrics (2) 2009-07-28 2010-07-10. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2010-07-10. Author is listed
  4. NEP-FMK: Financial Markets (1) 2012-06-25. Author is listed
  5. NEP-MST: Market Microstructure (1) 2010-07-10. Author is listed
  6. NEP-ORE: Operations Research (2) 2009-07-28 2010-07-10. Author is listed

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