Prof. Dr. Vasyl Golosnoy
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Golosnoy, V., & Vogler, J. (2026). The vector conditional autoregressive Wishart model for multivariate stock market volatility. Econometrics and Statistics. In press.
Golosnoy, V., Gribisch, B., Schmid, W., & Seifert, M. I. (2025). Combining portfolio rules to improve prediction of global minimum variance portfolio weights. The European Journal of Finance, 1–18.
Golosnoy, V., Okhrin, Y., & Roos, M. W. (2025). Empirical similarity for revealing the US interest rate policy: modeling case-based decisions of the FOMC. Empirical Economics 68(6): 2799-2828.
Vogler, J., Golosnoy, V. (2023). Unrestricted Maximum Likelihood Estimation of Multivariate Realized Volatility Models. European Journal of Operational Research 304(3): 1063-1074.