Vasyl Golosnoy

Available identifiers

Publication	Date of Publication	Type
Control charts for measurement error models	2024-02-21	Paper
The effect of intraday periodicity on realized volatility measures	2023-04-11	Paper
Unrestricted maximum likelihood estimation of multivariate realized volatility models	2022-09-29	Paper
Monitoring mean changes in persistent multivariate time series	2021-11-08	Paper
Signaling NBER turning points: a sequential approach	2020-10-26	Paper
Interval shrinkage estimators	2020-09-30	Paper
Using information quality for volatility model combinations	2018-09-19	Paper
Sequential monitoring of portfolio betas	2018-08-02	Paper
The conditional autoregressive Wishart model for multivariate stock market volatility	2016-08-15	Paper
Multivariate CUSUM chart: properties and enhancements	2016-02-25	Paper
New characteristics for portfolio surveillance	2014-03-12	Paper
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE	2012-10-15	Paper
CUSUM control charts for monitoring optimal portfolio weights	2011-08-09	Paper
Nonparametric monitoring of equal predictive ability	2011-06-24	Paper
No-transaction bounds and estimation risk	2010-06-16	Paper
Flexible shrinkage in portfolio selection	2009-08-07	Paper
Statistical Process Control in Asset Management	2008-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q3512774	2008-07-21	Paper
Sequential monitoring of minimum variance portfolio	2007-11-27	Paper
EWMA Control Charts for Monitoring Optimal Portfolio Weights	2007-06-07	Paper

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