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Browsing All of EconStor by Author Wolf, Michael
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Year of Publication
Title
Author(s)
2016
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing
Romano, Joseph P.
;
Wolf, Michael
2016
Beyond sorting: A more powerful test for cross-sectional anomalies
Ledoit, Olivier
;
Wolf, Michael
;
Zhao, Zhao
2017
Multiple testing of one-sided hypotheses: Combining Bonferroni and the bootstrap
Romano, Joseph P.
;
Wolf, Michael
2017
Balanced bootstrap joint confidence bands for structural impulse response functions
Bruder, Stefan
;
Wolf, Michael
2017
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
2017
Numerical implementation of the QuEST function
Ledoit, Olivier
;
Wolf, Michael
2017
Direct nonlinear shrinkage estimation of large-dimensional covariance matrices
Ledoit, Olivier
;
Wolf, Michael
2017
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
Ledoit, Olivier
;
Wolf, Michael
2017
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
2018
Balanced bootstrap joint confidence bands for structural impulse response functions
Bruder, Stefan
;
Wolf, Michael
2018
Factor models for portfolio selection in large dimensions: The good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
2018
Robust performance hypothesis testing with smooth functions of population moments
Ledoit, Olivier
;
Wolf, Michael
2019
Quadratic shrinkage for large covariance matrices
Ledoit, Olivier
;
Wolf, Michael
2019
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
Ledoit, Olivier
;
Wolf, Michael
2019
The Romano-Wolf Multiple Hypothesis Correction in Stata
Clarke, Damian
;
Romano, Joseph P.
;
Wolf, Michael
2019
The power of (non-)linear shrinking: A review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
2020
The power of (non-)linear shrinking: A review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
2020
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
Ledoit, Olivier
;
Wolf, Michael
2020
Quadratic shrinkage for large covariance matrices
Ledoit, Olivier
;
Wolf, Michael
2020
Large dynamic covariance matrices: Enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael