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1

Modeling and Forecasting Realized Portfolio Diversification Benefits

Golosnoy, Vasyl, Hildebrandt, Benno, Köhler, Steffen

Journal:

Journal of Risk and Financial Management

Year:

2019

Language:

english

File:

PDF, 410 KB

english, 2019

2

Comprehensive Composite Materials II || 4.17 Metal Fiber Network Materials for Compact Heat Exchangers

Golosnoy, Igor O.

Year:

2018

Language:

english

File:

PDF, 2.23 MB

english, 2018

3

Residual Stress Generation during Laser Cladding of Steel with a Particulate Metal Matrix Composite

A. Plati, J. C. Tan, I. O. Golosnoy, R. Persoons, K. van Acker, T. W. Clyne

Journal:

Advanced Engineering Materials

Year:

2006

Language:

english

File:

PDF, 471 KB

english, 2006

4

Sequential monitoring of minimum variance portfolio

Journal:

AStA Advances in Statistical Analysis

Year:

2007

Language:

english

File:

PDF, 346 KB

english, 2007

5

Numerical modelling of negative discharges in air with experimental validation

Tran, T N, Golosnoy, I O, Lewin, P L, Georghiou, G E

Journal:

Journal of Physics D Applied Physics

Year:

2011

Language:

english

File:

PDF, 2.85 MB

english, 2011

6

The empirical similarity approach for volatility prediction

Golosnoy, Vasyl, Hamid, Alain, Okhrin, Yarema

Journal:

Journal of Banking & Finance

Year:

2014

Language:

english

File:

PDF, 528 KB

english, 2014

7

Modeling and Forecasting Realized Portfolio Diversification Benefits

Golosnoy, Vasyl, Hildebrandt, Benno, Köhler, Steffen

Journal:

Journal of Risk and Financial Management

Year:

2019

File:

PDF, 410 KB

2019

8

Properties and Performance of High-Purity Thermal Barrier Coatings

L. Xie, M.R. Dorfman, A. Cipitria, S. Paul, I.O. Golosnoy, T.W. Clyne

Journal:

Journal of Thermal Spray Technology

Year:

2007

Language:

english

File:

PDF, 257 KB

english, 2007

9

Effect of substrate temperature on the microstructure and properties of thick plasma-sprayed YSZ TBCs

S.A. Tsipas, I.O. Golosnoy

Journal:

Journal of the European Ceramic Society

Year:

2011

Language:

english

File:

PDF, 738 KB

english, 2011

10

Application of the Front-Fixing Method to Numerical Modeling of Field Diffusion in Nonlinear Systems

Golosnoy, I.O., Sykulski, J.K.

Journal:

IEEE Transactions on Magnetics

Year:

2009

Language:

english

File:

PDF, 199 KB

english, 2009

11

Efficient Numerical Modeling of Field Diffusion in High-Temperature Superconducting Wires

Golosnoy, I.O., Sykulski, J.K.

Journal:

IEEE Transactions on Magnetics

Year:

2010

Language:

english

File:

PDF, 339 KB

english, 2010

12

[IEEE 2013 IEEE Conference on Electrical Insulation and Dielectric Phenomena - (CEIDP 2013) - Chenzhen, China (2013.10.20-2013.10.23)] 2013 Annual Report Conference on Electrical Insulation and Dielectric Phenomena - Bridging in contaminated transformer oil under AC, DC and DC biased AC electric field

Mahmud, Shekhar, Chen, George, Golosnoy, Igor O., Wilson, Gordon, Jarman, Paul

Year:

2013

Language:

english

File:

PDF, 1014 KB

english, 2013

13

No-transaction bounds and estimation risk

Golosnoy, Vasyl

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 243 KB

english, 2010

14

DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE

GOLOSNOY, VASYL, HERWARTZ, HELMUT

Journal:

International Journal of Theoretical and Applied Finance

Year:

2012

Language:

english

File:

PDF, 289 KB

english, 2012

15

Experimental studies of influence of DC and AC electric fields on bridging in contaminated transformer oil

Mahmud, S., Chen, G., Golosnoy, I., Wilson, G., Jarman, P.

Journal:

IEEE Transactions on Dielectrics and Electrical Insulation

Year:

2015

Language:

english

File:

PDF, 918 KB

english, 2015

16

[IEEE 2014 IEEE Conference on Electrical Insulation and Dielectric Phenomena - (CEIDP 2014) - Des Moines, IA, USA (2014.10.19-2014.10.22)] 2014 IEEE Conference on Electrical Insulation and Dielectric Phenomena (CEIDP) - Effect of different shapes of electrodes on bridging in contaminated transformer oil

Mahmud, Shekhar, Golosnoy, Igor O., Chen, George, Wilson, Gordon, Jarman, Paul

Year:

2014

Language:

english

File:

PDF, 1.32 MB

english, 2014

17

Using information quality for volatility model combinations

Golosnoy, Vasyl, Okhrin, Yarema

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 434 KB

english, 2015

18

Multivariate Shrinkage for Optimal Portfolio Weights

Golosnoy, Vasyl, Okhrin, Yarema

Journal:

European Journal of Finance

Year:

2007

Language:

english

File:

PDF, 524 KB

english, 2007

19

Ferrous Fibre Network Materials for Jet Noise Reduction in Aeroengines Part I: Acoustic Effects

I. O. Golosnoy, J. C. Tan, T. W. Clyne

Journal:

Advanced Engineering Materials

Year:

2008

Language:

english

File:

PDF, 740 KB

english, 2008

20

Optimisation of Metallic Fibre Network Materials for Compact Heat Exchangers

I. O. Golosnoy, A. Cockburn, T. W. Clyne

Journal:

Advanced Engineering Materials

Year:

2008

Language:

english

File:

PDF, 596 KB

english, 2008

21

Modelling of gas permeation through ceramic coatings produced by thermal spraying

I.O. Golosnoy, S. Paul, T.W. Clyne

Journal:

Acta Materialia

Year:

2008

Language:

english

File:

PDF, 1.37 MB

english, 2008

22

A sintering model for plasma-sprayed zirconia TBCs. Part I: Free-standing coatings

A. Cipitria, I.O. Golosnoy, T.W. Clyne

Journal:

Acta Materialia

Year:

2009

Language:

english

File:

PDF, 1.46 MB

english, 2009

23

A sintering model for plasma-sprayed zirconia thermal barrier coatings. Part II: Coatings bonded to a rigid substrate

A. Cipitria, I.O. Golosnoy, T.W. Clyne

Journal:

Acta Materialia

Year:

2009

Language:

english

File:

PDF, 826 KB

english, 2009

24

CUSUM control charts for monitoring optimal portfolio weights

Vasyl Golosnoy, Sergiy Ragulin, Wolfgang Schmid

Journal:

Computational Statistics & Data Analysis

Year:

2011

Language:

english

File:

PDF, 652 KB

english, 2011

25

Flexible shrinkage in portfolio selection

Vasyl Golosnoy, Yarema Okhrin

Journal:

Journal of Economic Dynamics and Control

Year:

2009

Language:

english

File:

PDF, 300 KB

english, 2009

26

Nonparametric monitoring of equal predictive ability

Vasyl Golosnoy, Yarema Okhrin

Journal:

Journal of Statistical Planning and Inference

Year:

2011

Language:

english

File:

PDF, 551 KB

english, 2011

27

Modelling of transient liquid phase bonding in binary systems—A new parametric study

T.C. Illingworth, I.O. Golosnoy, T.W. Clyne

Journal:

Materials Science and Engineering: A

Year:

2007

Language:

english

File:

PDF, 611 KB

english, 2007

28

A steady-state Bi-substrate technique for measurement of the thermal conductivity of ceramic coatings

J.C. Tan, S.A. Tsipas, I.O. Golosnoy, J.A. Curran, S. Paul, T.W. Clyne

Journal:

Surface and Coatings Technology

Year:

2006

Language:

english

File:

PDF, 267 KB

english, 2006

29

Characterisation of discharge events during plasma electrolytic oxidation

C.S. Dunleavy, I.O. Golosnoy, J.A. Curran, T.W. Clyne

Journal:

Surface and Coatings Technology

Year:

2009

Language:

english

File:

PDF, 1.72 MB

english, 2009

30

Multivariate CUSUM chart: properties and enhancements

Vasyl Golosnoy, Sergiy Ragulin, Wolfgang Schmid

Journal:

AStA Advances in Statistical Analysis

Year:

2009

Language:

english

File:

PDF, 392 KB

english, 2009

31

Numerical modelling of transient liquid phase bonding and other diffusion controlled phase changes

T. C. Illingworth, I. O. Golosnoy, V. Gergely, T. W. Clyne

Journal:

Journal of Materials Science

Year:

2005

Language:

english

File:

PDF, 616 KB

english, 2005

32

Effects of Impurity Content on the Sintering Characteristics of Plasma-Sprayed Zirconia

S. Paul, A. Cipitria, I.O. Golosnoy, L. Xie, M.R. Dorfman, T.W. Clyne

Journal:

Journal of Thermal Spray Technology

Year:

2007

Language:

english

File:

PDF, 376 KB

english, 2007

33

Sintering Kinetics of Plasma-Sprayed Zirconia TBCs

A. Cipitria, I.O. Golosnoy, T.W. Clyne

Journal:

Journal of Thermal Spray Technology

Year:

2007

Language:

english

File:

PDF, 418 KB

english, 2007

34

Heat Transfer Through Plasma-Sprayed Thermal Barrier Coatings in Gas Turbines: A Review of Recent Work

I. O. Golosnoy, A. Cipitria, T. W. Clyne

Journal:

Journal of Thermal Spray Technology

Year:

2009

Language:

english

File:

PDF, 809 KB

english, 2009

35

Numerical solutions of diffusion-controlled moving boundary problems which conserve solute

T.C. Illingworth, I.O. Golosnoy

Journal:

Journal of Computational Physics

Year:

2005

Language:

english

File:

PDF, 397 KB

english, 2005

36

Analytic approximations for the broadening of the spectral lines of hydrogen-like ions

Journal:

Plasma Physics Reports

Year:

2001

Language:

english

File:

PDF, 124 KB

english, 2001

37

The effect of a high thermal gradient on sintering and stiffening in the top coat of a thermal barrier coating system

S. A. Tsipas, I. O. Golosnoy, T. W. Clyne, R. Damani

Journal:

Journal of Thermal Spray Technology

Year:

2004

Language:

english

File:

PDF, 330 KB

english, 2004

38

An analytical model for simulation of heat flow in plasma-sprayed thermal barrier coatings

I. O. Golosnoy, S. A. Tsipas, T. W. Clyne

Journal:

Journal of Thermal Spray Technology

Year:

2005

Language:

english

File:

PDF, 312 KB

english, 2005

39

The conditional autoregressive Wishart model for multivariate stock market volatility

Vasyl Golosnoy, Bastian Gribisch, Roman Liesenfeld

Journal:

Journal of Econometrics

Year:

2012

Language:

english

File:

PDF, 556 KB

english, 2012

40

Evaluation of the front-fixing method capabilities for numerical modelling of field diffusion in high-temperature superconducting tapes

Golosnoy, I.O., Sykulski, J.K.

Journal:

IET Science Measurement & Technology

Year:

2008

Language:

english

File:

PDF, 241 KB

english, 2008

41

[IEEE 2010 IEEE International Symposium on Electrical Insulation (ISEI) - San Diego, CA, USA (2010.06.6-2010.06.9)] 2010 IEEE International Symposium on Electrical Insulation - On the development of a negative surface discharge model in air

Tran, T. N., Golosnoy, I. O., Lewin, P. L., Georghiou, G. E.

Year:

2010

Language:

english

File:

PDF, 801 KB

english, 2010

42

General uncertainty in portfolio selection: A case-based decision approach

Vasyl Golosnoy, Yarema Okhrin

Journal:

Journal of Economic Behavior & Organization

Year:

2008

Language:

english

File:

PDF, 726 KB

english, 2008

43

Microstructural characterization of porous thermal barrier coatings by IR gas porosimetry and sintering forecasts

F. Cernuschi, I.O. Golosnoy, P. Bison, A. Moscatelli, R. Vassen, H.-P. Bossmann, S. Capelli

Journal:

Acta Materialia

Year:

2013

Language:

english

File:

PDF, 2.04 MB

english, 2013

44

Monitoring the mean of multivariate financial time series

Garthoff, Robert, Golosnoy, Vasyl, Schmid, Wolfgang

Journal:

Applied Stochastic Models in Business and Industry

Year:

2014

Language:

english

File:

PDF, 452 KB

english, 2014

45

Signaling NBER turning points: a sequential approach

Golosnoy, Vasyl, Hogrefe, Jens

Journal:

Journal of Applied Statistics

Year:

2013

Language:

english

File:

PDF, 206 KB

english, 2013

46

Statistical Surveillance of Volatility Forecasting Models

Golosnoy, V., Okhrin, I., Schmid, W.

Journal:

Journal of Financial Econometrics

Year:

2012

Language:

english

File:

PDF, 838 KB

english, 2012

47

Interval shrinkage estimators

Golosnoy, Vasyl, Liesenfeld, Roman

Journal:

Journal of Applied Statistics

Year:

2011

Language:

english

File:

PDF, 219 KB

english, 2011

48

[IEEE 2012 IEEE Conference on Electrical Insulation and Dielectric Phenomena - (CEIDP 2012) - Montreal, QC, Canada (2012.10.14-2012.10.17)] 2012 Annual Report Conference on Electrical Insulation and Dielectric Phenomena - Numerical simulations of bridging phenomena in contaminated transformer oil

Mahmud, Shekhar, Golosnoy, Igor O., Chen, George, Wilson, Gordon, Jarman, Paul

Year:

2012

Language:

english

File:

PDF, 735 KB

english, 2012

49

New characteristics for portfolio surveillance

Golosnoy, Vasyl, Okhrin, Iryna, Schmid, Wolfgang

Journal:

Year:

2010

Language:

english

File:

PDF, 197 KB

english, 2010

50

[IET IET 8th International Conference on Computation in Electromagnetics (CEM 2011) - Wroclaw, Poland (11-14 April 2011)] IET 8th International Conference on Computation in Electromagnetics (CEM 2011) - Percolation effects in electrical conductivity of carbon fibre composites

Chippendale, R.D., Golosnoy, I.O.

Year:

2011

Language:

english

File:

PDF, 118 KB

english, 2011

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