Browsen in EconStor gesamt nach Autor:innen Wolf, Michael


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ErscheinungsjahrTitelAutor:innen
2016Efficient computation of adjusted p-values for resampling-based stepdown multiple testingRomano, Joseph P.; Wolf, Michael
2016Beyond sorting: A more powerful test for cross-sectional anomaliesLedoit, Olivier; Wolf, Michael; Zhao, Zhao
2017Multiple testing of one-sided hypotheses: Combining Bonferroni and the bootstrapRomano, Joseph P.; Wolf, Michael
2017Balanced bootstrap joint confidence bands for structural impulse response functionsBruder, Stefan; Wolf, Michael
2017Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets GoldilocksLedoit, Olivier; Wolf, Michael
2017Numerical implementation of the QuEST functionLedoit, Olivier; Wolf, Michael
2017Direct nonlinear shrinkage estimation of large-dimensional covariance matricesLedoit, Olivier; Wolf, Michael
2017Optimal estimation of a large-dimensional covariance matrix under Stein's lossLedoit, Olivier; Wolf, Michael
2017Large dynamic covariance matricesEngle, Robert F.; Ledoit, Olivier; Wolf, Michael
2018Balanced bootstrap joint confidence bands for structural impulse response functionsBruder, Stefan; Wolf, Michael
2018Factor models for portfolio selection in large dimensions: The good, the better and the uglyDe Nard, Gianluca; Ledoit, Olivier; Wolf, Michael
2018Robust performance hypothesis testing with smooth functions of population momentsLedoit, Olivier; Wolf, Michael
2019Quadratic shrinkage for large covariance matricesLedoit, Olivier; Wolf, Michael
2019Shrinkage estimation of large covariance matrices: Keep it simple, statistician?Ledoit, Olivier; Wolf, Michael
2019The Romano-Wolf Multiple Hypothesis Correction in StataClarke, Damian; Romano, Joseph P.; Wolf, Michael
2019The power of (non-)linear shrinking: A review and guide to covariance matrix estimationLedoit, Olivier; Wolf, Michael
2020The power of (non-)linear shrinking: A review and guide to covariance matrix estimationLedoit, Olivier; Wolf, Michael
2020Shrinkage estimation of large covariance matrices: Keep it simple, statistician?Ledoit, Olivier; Wolf, Michael
2020Quadratic shrinkage for large covariance matricesLedoit, Olivier; Wolf, Michael
2020Large dynamic covariance matrices: Enhancements based on intraday dataDe Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; Wolf, Michael