| . |
Golosnoy, Vasyl's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
334 |
Total
Citations
0 |
|
|
|
|
|
1.
|
|
|
Golosnoy, Vasyl
University of Kiel Gribisch, Bastian
University of Cologne Liesenfeld, Roman
University of Cologne, Department of Economics
|
| Posted: |
|
13 Jun 10
|
|
Last Revised:
|
|
07 Dec 11
|
|
132
(109,056)
|
|
|
| |
|
| |
Component volatility models, Covariance matrix, Mixed data sampling, Observation-driven models, Realized volatility
|
|
|
2.
|
|
|
Golosnoy, Vasyl
University of Kiel Okhrin, Iryna
affiliation not provided to SSRN Schmid, Wolfgang
Europa-Universitaet Viadrina
|
|
96
(138,767)
|
|
|
| |
|
| |
Control charts, Integrated volatility, Jumps, Realized volatility, State space model
|
|
|
3.
|
|
|
Golosnoy, Vasyl
University of Kiel Gribisch, Bastian
University of Cologne Liesenfeld, Roman
University of Cologne, Department of Economics
|
|
58
(186,637)
|
|
|
| |
|
| |
Conditional autoregressive Wishart model, Impulse Response Analysis, Observation-driven models, Realized covariance matrix
|
|
|
4.
|
|
|
Golosnoy, Vasyl
University of Kiel Liesenfeld, Roman
University of Cologne, Department of Economics
|
|
48
(203,771)
|
|
|
| |
|
| |
estimation risk, feasible estimators, interval information, mean square error, shrinkage estimator
|
|
Records 1 -
4
of 4 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo7 in 0.140 seconds
|
