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Vasyl Golosnoy
ORCID
Publication Activity (10 Years)
Years Active: 2011-2023
Publications (10 Years): 1
Top Topics
Maximum Likelihood Estimation
Multivariate Gaussian
Top Venues
Eur. J. Oper. Res.
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Publications
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Jan Vogler
,
Vasyl Golosnoy
Unrestricted maximum likelihood estimation of multivariate realized volatility models.
Eur. J. Oper. Res.
304 (3) (2023)
Vasyl Golosnoy
,
Sergiy Ragulin
,
Wolfgang Schmid
CUSUM control charts for monitoring optimal portfolio weights.
Comput. Stat. Data Anal.
55 (11) (2011)