Vasyl Golosnoy

571 total citations
37 papers, 359 citations indexed

About

Vasyl Golosnoy is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Vasyl Golosnoy has authored 37 papers receiving a total of 359 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 19 papers in Economics and Econometrics and 11 papers in General Economics, Econometrics and Finance. Recurrent topics in Vasyl Golosnoy's work include Financial Risk and Volatility Modeling (27 papers), Market Dynamics and Volatility (14 papers) and Monetary Policy and Economic Impact (11 papers). Vasyl Golosnoy is often cited by papers focused on Financial Risk and Volatility Modeling (27 papers), Market Dynamics and Volatility (14 papers) and Monetary Policy and Economic Impact (11 papers). Vasyl Golosnoy collaborates with scholars based in Germany and Switzerland. Vasyl Golosnoy's co-authors include Yarema Okhrin, Wolfgang Schmid, Roman Liesenfeld, Robert Garthoff, Holger Dette, Anja Rossen, Matei Demetrescu and Helmut Herwartz and has published in prestigious journals such as European Journal of Operational Research, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Vasyl Golosnoy

33 papers receiving 341 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Vasyl Golosnoy Germany	11	229	148	110	97	72	37	359
Anna Clara Monti Italy	9	139 0.6×	86 0.6×	42 0.4×	50 0.5×	254 3.5×	29	359
Fernanda Figueiredo Portugal	10	148 0.6×	51 0.3×	44 0.4×	134 1.4×	161 2.2×	32	317
R. Deane Terrell Australia	11	166 0.7×	193 1.3×	84 0.8×	23 0.2×	94 1.3×	41	423
Nityananda Sarkar India	10	98 0.4×	133 0.9×	23 0.2×	80 0.8×	153 2.1×	28	348
R. Keith Freeland Canada	7	252 1.1×	70 0.5×	99 0.9×	41 0.4×	251 3.5×	8	398
Guorui Bian Singapore	9	157 0.7×	96 0.6×	92 0.8×	27 0.3×	139 1.9×	15	308
Victoria Zinde‐Walsh Canada	12	150 0.7×	154 1.0×	46 0.4×	22 0.2×	218 3.0×	37	421
Grant Hillier United Kingdom	11	111 0.5×	139 0.9×	37 0.3×	24 0.2×	224 3.1×	26	371
Romain Deguest France	6	268 1.2×	192 1.3×	322 2.9×	31 0.3×	52 0.7×	18	434
Anders Rygh Swensen Norway	10	168 0.7×	187 1.3×	28 0.3×	19 0.2×	118 1.6×	32	357

Countries citing papers authored by Vasyl Golosnoy

Since Specialization

Citations

This map shows the geographic impact of Vasyl Golosnoy's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Vasyl Golosnoy with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vasyl Golosnoy more than expected).

Fields of papers citing papers by Vasyl Golosnoy

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Vasyl Golosnoy. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Vasyl Golosnoy. The network helps show where Vasyl Golosnoy may publish in the future.

Co-authorship network of co-authors of Vasyl Golosnoy

This figure shows the co-authorship network connecting the top 25 collaborators of Vasyl Golosnoy. A scholar is included among the top collaborators of Vasyl Golosnoy based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Vasyl Golosnoy. Vasyl Golosnoy is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Golosnoy, Vasyl, et al.. (2022). Unrestricted maximum likelihood estimation of multivariate realized volatility models. European Journal of Operational Research. 304(3). 1063–1074. 1 indexed citations

Golosnoy, Vasyl, et al.. (2022). Control charts for measurement error models. AStA Advances in Statistical Analysis. 107(4). 693–712. 2 indexed citations

Dette, Holger, et al.. (2022). The effect of intraday periodicity on realized volatility measures. Metrika. 86(3). 315–342. 2 indexed citations

Golosnoy, Vasyl, et al.. (2021). Monitoring mean changes in persistent multivariate time series. Statistics. 55(3). 475–488. 4 indexed citations

Golosnoy, Vasyl, et al.. (2018). REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS. Macroeconomic Dynamics. 23(6). 2221–2249. 5 indexed citations

Golosnoy, Vasyl & Anja Rossen. (2017). Modeling dynamics of metal price series via state space approach with two common factors. Empirical Economics. 54(4). 1477–1501. 5 indexed citations

Golosnoy, Vasyl. (2016). Sequential monitoring of portfolio betas. Statistical Papers. 59(2). 663–684. 4 indexed citations

Golosnoy, Vasyl, et al.. (2015). Real Time Monitoring of the US Inflation Expectation Process. SSRN Electronic Journal. 1 indexed citations

Golosnoy, Vasyl & Yarema Okhrin. (2013). Using information quality for volatility model combinations. Quantitative Finance. 15(6). 1055–1073. 5 indexed citations

10.

Golosnoy, Vasyl, et al.. (2013). The empirical similarity approach for volatility prediction. Journal of Banking & Finance. 40. 321–329.

11.

Garthoff, Robert, Vasyl Golosnoy, & Wolfgang Schmid. (2013). Monitoring the mean of multivariate financial time series. Applied Stochastic Models in Business and Industry. 30(3). 328–340. 13 indexed citations

12.

Golosnoy, Vasyl & Helmut Herwartz. (2012). DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE. International Journal of Theoretical and Applied Finance. 15(5). 1250035–1250035. 2 indexed citations

13.

Golosnoy, Vasyl, et al.. (2011). Statistical Surveillance of Volatility Forecasting Models. SSRN Electronic Journal. 1 indexed citations

14.

Golosnoy, Vasyl, et al.. (2011). The conditional autoregressive Wishart model for multivariate stock market volatility. Journal of Econometrics. 167(1). 211–223. 17 indexed citations

15.

Golosnoy, Vasyl & Roman Liesenfeld. (2010). Interval shrinkage estimators. Journal of Applied Statistics. 38(3). 465–477.

16.

Golosnoy, Vasyl & Yarema Okhrin. (2008). Flexible shrinkage in portfolio selection. Journal of Economic Dynamics and Control. 33(2). 317–328. 23 indexed citations

17.

Golosnoy, Vasyl & Yarema Okhrin. (2007). Multivariate Shrinkage for Optimal Portfolio Weights. European Journal of Finance. 13(5). 441–458. 45 indexed citations

18.

Golosnoy, Vasyl & Wolfgang Schmid. (2007). EWMA Control Charts for Monitoring Optimal Portfolio Weights. Sequential Analysis. 26(2). 195–224. 49 indexed citations

19.

Golosnoy, Vasyl & Yarema Okhrin. (2007). General uncertainty in portfolio selection: A case-based decision approach. Journal of Economic Behavior & Organization. 67(3-4). 718–734. 27 indexed citations

20.

Golosnoy, Vasyl. (2007). Sequential monitoring of minimum variance portfolio. AStA Advances in Statistical Analysis. 91(1). 39–55. 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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