Concepedia
Statistics
Publications
7
Citations
185
H-Index
Active since
2011
Affiliations
University of Cologne(Current)
Ruhr University Bochum
Bastian Gribisch is an author at University of Cologne specializing in finance, business, and asset pricing.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsVolatility ModelingEconomicsManagementStatisticsEngineeringEconometrics
Publications per year
2011–2022
Intra-daily volatility spillovers in international stock markets
Vasyl Golosnoy, Bastian Gribisch, Roman Liesenfeld · Journal of International Money and Finance · 2015 · 49 citations
Volatility Modeling, Economics, Financial Economics +6
The conditional autoregressive Wishart model for multivariate stock market volatility
Vasyl Golosnoy, Bastian Gribisch, Roman Liesenfeld · Journal of Econometrics · 2011 · 38 citations · Full text
Empirical Finance, Economics, Volatility Modeling +6
Exponential smoothing of realized portfolio weights
Vasyl Golosnoy, Bastian Gribisch, Miriam Isabel Seifert · Journal of Empirical Finance · 2019 · 28 citations
Mathematical Programming, Exponential Smoothing, Portfolio Optimization +5
Factor state–space models for high-dimensional realized covariance matrices of asset returns
Bastian Gribisch, Jan Patrick Hartkopf, Roman Liesenfeld · Journal of Empirical Finance · 2019 · 21 citations
Multivariate Stochastic Volatility, Financial Economics, Asset Pricing +11
Modeling and forecasting realized portfolio weights
Vasyl Golosnoy, Bastian Gribisch · Journal of Banking & Finance · 2022 · 21 citations
Portfolio Optimization, Asset Pricing, Portfolio Selection +9
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