Vasyl Golosnoy

Finance · 2007–2010

A researcher in the Science corpus: 3 papers; trusts 17 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Vasyl Golosnoy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Olivier Ledoit
  2. Edward I. George
  3. Yarema Okhrin
  4. Fulvio Corsi
  5. Helmut Ltkepohl
  6. Robert F. Engle
  7. Michael Wolf
  8. Bradley Efron
  9. Andrew Ang
  10. R. C. Merton

Who trusts Vasyl Golosnoy overall

  1. Xin Jin
  2. John M. Maheu
  3. A. Opschoor
  4. Pawel Janus
  5. Gabriel Frahm
  6. Yarema Okhrin
  7. Taras Bodnar
  8. Fangfang Wang
  9. Andrew Kumiega

Papers from Vasyl Golosnoy's perspective

Ordered by how strongly the researchers Vasyl Golosnoy trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Generalized autoregressive conditional heteroskedasticity
  4. Data Analysis Using Stein's Estimator and its Generalizations
  5. On Estimating the Expected Return on the Market: An Exploratory Investigation
  6. Estimation with Quadratic Loss
  7. The Impact of Jumps in Volatility and Returns
  8. On the Predictability of Stock Returns: An Asset-Allocation Perspective
  9. The economic value of volatility timing using “realized” volatility ☆
  10. Are estimated control charts in control?

Their papers