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Schmid, Wolfgang Liesenfeld, Roman Gribisch, Bastian Okhrin, Irena Gribisch, Bastian Okhrin, Yarema Köhler, Steffen Rossen, Anja Herwartz, Helmut Hamid, Alain Seifert, Miriam Roestel, Jan Titova, Anna Hanck, Christoph Demetrescu, Matei Seifert, Miriam Isabel Schmid, Wolfgang Köhler, Steffen Hildebrandt, Benno Dette, Holger Kellermann, Janosch Ragulin, Sergiy Boysen-Hogrefe, Jens Schmid, Wolfgang All co-authors realized portfolio model models stock approach markets autoregressive forecasting weights volatility volatilität daily based prognoseverfahren conditional wishart schätzung zeitreihenanalyse modeling time series spillovers dynamic estimation varianzanalyse german matrices covariance caw effects schätztheorie dynamics empirical market propose gmvp börsenkurs
Composed portfolio selection portfolio management forecasting model time series analysis analysis of variance german stock conditional autoregressive autoregressive wishart estimation theory portfolio weights volatility spillovers stock markets share price time series realized portfolio daily volatility capital income state space intra daily turning points realized covariance covariance matrices common factors spillovers german wishart model stock market volatility forecasting forecasting models business cycle global minimum minimum variance wishart caw realized variances short term term volatility caw model variances covariances dynamic factor arch modell arch model
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Vasyl Golosnoy Prof. Dr. B: 1977 Biblio: Diss. Univ. Frankfurt (Oder) ; Professur für Statistik und Ökonometrie;Helmut-Schmidt-Universität (HSU), 2011-2012
Profession Economist
Affiliations Ruhr-Universität Bochum Christian-Albrechts-Universität zu Kiel. Institut für Statistik und Ökonometrie Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg
Publishing years Series Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series (8) Economics working paper (3) HWWI research paper (1) Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 (1) Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät für Wirtschaftswissenschaften (1) Kiel working paper (1) 
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