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  14. Golosnoy, Vasyl [Author]; Rossen, Anja [Author]

    Modeling dynamics of metal price series via state space approach with two common factors

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    Hamburg: HWWI Institute of International Economics, 2014

    Published in: Hamburgisches WeltWirtschaftsInstitut: HWWI research paper ; 156

  18. Dette, Holger [Author]; Golosnoy, Vasyl [Author]; Kellermann, Janosch [Author] ; Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes

    Correcting intraday periodicity bias in realized volatility measures

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    [Dortmund]: SFB 823, July 13, 2020

    Published in: Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes: Discussion papers ; 2020,21

  19. Golosnoy, Vasyl [Author]; Hildebrandt, Benno [Author]; Köhler, Steffen [Author]

    Modeling and forecasting realized portfolio diversification benefits

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    2019

    Published in: Journal of risk and financial management ; 12(2019), 3/116 vom: Sept., Seite 1-16