Michael Wolf
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Michael |
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Wolf |
Identifer
Contact
Affiliations
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Universität Zürich
/ Wirtschaftswissenschaftliche Fakutält
/ Institut für Volkswirtschaftslehre
Research profile
author of:
- Hypothesis Testing in Econometrics (RePEc:anr:reveco:v:2:y:2010:p:75-104)
by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf - Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing (RePEc:bes:jnlasa:v:100:y:2005:p:94-108)
by Joseph P. Romano & Michael Wolf - Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem (RePEc:bes:jnlbes:v:18:y:2000:i:1:p:18-30)
by Wolf, Michael - Stepwise Multiple Testing as Formalized Data Snooping (RePEc:bge:wpaper:17)
by Joseph P. Romano & Michael Wolf - Honey, I Shrunk the Sample Covariance Matrix (RePEc:bge:wpaper:92)
by Olivier Ledoit & Michael Wolf - Avoiding ‘data snooping’ in multilevel and mixed effects models (RePEc:bla:jorssa:v:170:y:2007:i:4:p:1035-1059)
by David Afshartous & Michael Wolf - Inference for Autocorrelations in the Possible Presence of a Unit Root (RePEc:bla:jtsera:v:25:y:2004:i:2:p:251-263)
by Dimitris N. Politis & Joseph P. Romano & Michael Wolf - Consonance and the Closure Method in Multiple Testing (RePEc:bpj:ijbist:v:7:y:2011:i:1:n:12)
by Romano Joseph P. & Shaikh Azeem & Wolf Michael - Flexible Multivariate GARCH Modeling With an Application to International Stock Markets (RePEc:cdl:anderf:qt93s6p8gb)
by Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael - A well conditioned estimator for large dimensional covariance matrices (RePEc:cte:wsrepe:10087)
by Ledoit, Olivier & Wolf, Michael - Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (RePEc:cte:wsrepe:10089)
by Ledoit, Olivier & Wolf, Michael - Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator (RePEc:cte:wsrepe:10110)
by Delgado, Miguel A. & Rodríguez Poo, Juan M. & Wolf, Michael - Subsampling confidence intervals for the autoregressive root (RePEc:cte:wsrepe:6268)
by Romano, Joseph P. & Wolf, Michael - Finite sample nonparametric inference and large sample efficiency (RePEc:cte:wsrepe:6269)
by Romano, Joseph P. & Wolf, Michael - On the asymptotic theory of subsampling (RePEc:cte:wsrepe:6334)
by Politis, Dimitris N. & Romano, Joseph P. & Wolf, Michael - Subsampling, symmetrization, and robust interpolation (RePEc:cte:wsrepe:6343)
by Politis, Dimitris N. & Romano, Joseph P. & Wolf, Michael - Subsampling intervals in autoregressive models with linear time trend (RePEc:cte:wsrepe:6400)
by Romano, Joseph P. & Wolf, Michael - Improved nonparametric confidence intervals in time series regressions (RePEc:cte:wsrepe:ws010201)
by Romano, Joseph P. & Wolf, Michael - Explicit nonparametric confidence intervals for the variance with guaranteed coverage (RePEc:cte:wsrepe:ws010302)
by Romano, Joseph P. & Wolf, Michael - Formalized Data Snooping Based On Generalized Error Rates (RePEc:cup:etheor:v:24:y:2008:i:02:p:404-447_08)
by Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael - Subsampling Intervals in Autoregressive Models with Linear Time Trend (RePEc:ecm:emetrp:v:69:y:2001:i:5:p:1283-1314)
by Romano, Joseph P & Wolf, Michael - Stepwise Multiple Testing as Formalized Data Snooping (RePEc:ecm:emetrp:v:73:y:2005:i:4:p:1237-1282)
by Joseph P. Romano & Michael Wolf - Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator (RePEc:eee:ecolet:v:73:y:2001:i:2:p:241-250)
by Delgado, Miguel A. & Rodriguez-Poo, Juan M. & Wolf, Michael - Subsampling inference in threshold autoregressive models (RePEc:eee:econom:v:127:y:2005:i:2:p:201-224)
by Gonzalo, Jesus & Wolf, Michael - Resurrecting weighted least squares (RePEc:eee:econom:v:197:y:2017:i:1:p:1-19)
by Romano, Joseph P. & Wolf, Michael - Subsampling for heteroskedastic time series (RePEc:eee:econom:v:81:y:1997:i:2:p:281-317)
by Politis, D. N. & Romano, Joseph P. & Wolf, Michael - Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (RePEc:eee:empfin:v:10:y:2003:i:5:p:603-621)
by Ledoit, Olivier & Wolf, Michael - Robust performance hypothesis testing with the Sharpe ratio (RePEc:eee:empfin:v:15:y:2008:i:5:p:850-859)
by Ledoit, Oliver & Wolf, Michael - Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions (RePEc:eee:jmvana:v:139:y:2015:i:c:p:360-384)
by Ledoit, Olivier & Wolf, Michael - A well-conditioned estimator for large-dimensional covariance matrices (RePEc:eee:jmvana:v:88:y:2004:i:2:p:365-411)
by Ledoit, Olivier & Wolf, Michael - Efficient computation of adjusted p-values for resampling-based stepdown multiple testing (RePEc:eee:stapro:v:113:y:2016:i:c:p:38-40)
by Romano, Joseph P. & Wolf, Michael - A more general central limit theorem for m-dependent random variables with unbounded m (RePEc:eee:stapro:v:47:y:2000:i:2:p:115-124)
by Romano, Joseph P. & Wolf, Michael - Optimal testing of multiple hypotheses with common effect direction (RePEc:oup:biomet:v:96:y:2009:i:2:p:399-410)
by Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf - multiple testing (RePEc:pal:dofeco:v:4:year:2010:doi:3826)
by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf - Forecasting inflation with the hedged random forest (RePEc:snb:snbwpa:2025-07)
by Elliot Beck & Michael Wolf - Control of the false discovery rate under dependence using the bootstrap and subsampling (RePEc:spr:testjl:v:17:y:2008:i:3:p:417-442)
by Joseph Romano & Azeem Shaikh & Michael Wolf - Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling (RePEc:spr:testjl:v:17:y:2008:i:3:p:461-471)
by Joseph Romano & Azeem Shaikh & Michael Wolf - Flexible Multivariate GARCH Modeling with an Application to International Stock Markets (RePEc:tpr:restat:v:85:y:2003:i:3:p:735-747)
by Olivier Ledoit & Pedro Santa-Clara & Michael Wolf - The Romano–Wolf multiple-hypothesis correction in Stata (RePEc:tsj:stataj:v:20:y:2020:i:4:p:812-843)
by Damian Clarke & Joseph P. Romano & Michael Wolf - Subsampling inference in threshold autoregressive models (RePEc:upf:upfgen:573)
by Jesús Gonzalo & Michael Wolf - Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (RePEc:upf:upfgen:575)
by Olivier Ledoit & Michael Wolf - Flexible multivariate GARCH modeling with an application to international stock markets (RePEc:upf:upfgen:578)
by Olivier Ledoit & Pedro Santa Clara & Michael Wolf - Improved estimation of the covariance matrix of stock returns with an application to portofolio selection (RePEc:upf:upfgen:586)
by Olivier Ledoit & Michael Wolf - Subsampling the mean of heavy-tailed dependent observations (RePEc:upf:upfgen:600)
by Piotr Kokoszka & Michael Wolf - Improved nonparametric confidence intervals in time series regressions (RePEc:upf:upfgen:635)
by Joseph P. Romano & Michael Wolf - Honey, I shrunk the sample covariance matrix (RePEc:upf:upfgen:691)
by Olivier Ledoit & Michael Wolf - Stepwise multiple testing as formalized data snooping (RePEc:upf:upfgen:712)
by Joseph P. Romano & Michael Wolf - Exact and approximate stepdown methods for multiple hypothesis testing (RePEc:upf:upfgen:727)
by Joseph Romano & Michael Wolf - A Practical Two‐Step Method for Testing Moment Inequalities (RePEc:wly:emetrp:v:82:y:2014:i::p:1979-2002)
by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf - Testing for monotonicity in expected asset returns (RePEc:zur:econwp:017)
by Joseph P. Romano & Michael Wolf - Bootstrap joint prediction regions (RePEc:zur:econwp:064)
by Michael Wolf & Dan Wunderli - A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction (RePEc:zur:econwp:079)
by David R. Bell & Olivier Ledoit & Michael Wolf - A practical two-step method for testing moment inequalities (RePEc:zur:econwp:090)
by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf - Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (RePEc:zur:econwp:105)
by Olivier Ledoit & Michael Wolf - Optimal estimation of a large-dimensional covariance matrix under Stein’s loss (RePEc:zur:econwp:122)
by Olivier Ledoit & Michael Wolf - Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks (RePEc:zur:econwp:137)
by Olivier Ledoit & Michael Wolf - The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis (RePEc:zur:econwp:149)
by Ashok Kaul & Michael Wolf - The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis (RePEc:zur:econwp:165)
by Ashok Kaul & Michael Wolf - Resurrecting weighted least squares (RePEc:zur:econwp:172)
by Joseph P. Romano & Michael Wolf - Numerical implementation of the QuEST function (RePEc:zur:econwp:215)
by Olivier Ledoit & Michael Wolf - Efficient computation of adjusted p-values for resampling-based stepdown multiple testing (RePEc:zur:econwp:219)
by Joseph P. Romano & Michael Wolf - Large dynamic covariance matrices (RePEc:zur:econwp:231)
by Robert F. Engle & Olivier Ledoit & Michael Wolf - Improving weighted least squares inference (RePEc:zur:econwp:232)
by Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf - Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies (RePEc:zur:econwp:238)
by Olivier Ledoit & Michael Wolf & Zhao Zhao - Balanced bootstrap joint confidence bands for structural impulse response functions (RePEc:zur:econwp:246)
by Stefan Bruder & Michael Wolf - Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap (RePEc:zur:econwp:254)
by Joseph P. Romano & Michael Wolf - Analytical nonlinear shrinkage of large-dimensional covariance matrices (RePEc:zur:econwp:264)
by Olivier Ledoit & Michael Wolf - Factor models for portfolio selection in large dimensions: the good, the better and the ugly (RePEc:zur:econwp:290)
by Gianluca De Nard & Olivier Ledoit & Michael Wolf - Robust performance hypothesis testing with smooth functions of population moments (RePEc:zur:econwp:305)
by Olivier Ledoit & Michael Wolf - The power of (non-)linear shrinking: a review and guide to covariance matrix estimation (RePEc:zur:econwp:323)
by Olivier Ledoit & Michael Wolf - Shrinkage estimation of large covariance matrices: keep it simple, statistician? (RePEc:zur:econwp:327)
by Olivier Ledoit & Michael Wolf - Quadratic shrinkage for large covariance matrices (RePEc:zur:econwp:335)
by Olivier Ledoit & Michael Wolf - Large dynamic covariance matrices: enhancements based on intraday data (RePEc:zur:econwp:356)
by Gianluca De Nard & Robert F. Engle & Olivier Ledoit & Michael Wolf - Markowitz portfolios under transaction costs (RePEc:zur:econwp:420)
by Olivier Ledoit & Michael Wolf - Single-firm inference in event studies via the permutation test (RePEc:zur:econwp:425)
by Phuong Anh Nguyen & Michael Wolf - Improved inference in financial factor models (RePEc:zur:econwp:430)
by Elliot Beck & Gianluca De Nard & Michael Wolf - A novel estimator of earth's curvature (allowing for inference as well) (RePEc:zur:econwp:431)
by David R. Bell & Olivier Ledoit & Michael Wolf - Control of Generalized Error Rates in Multiple Testing (RePEc:zur:iewwpx:245)
by Joseph P. Romano & Michael Wolf - Formalized Data Snooping Based on Generalized Error Rates (RePEc:zur:iewwpx:259)
by Joseph P & Romano & Azeem M. Shaikh & Michael Wolf - Avoiding Data Snooping in Multilevel and Mixed Effects Models (RePEc:zur:iewwpx:260)
by David Afshartous & Michael Wolf - Resampling vs. Shrinkage for Benchmarked Managers (RePEc:zur:iewwpx:263)
by Michael Wolf - Improved Nonparametric Confidence Intervals in Time Series Regressions (RePEc:zur:iewwpx:273)
by Joseph P. Romano & Michael Wolf - Optimal testing of multiple hypotheses with common effect direction (RePEc:zur:iewwpx:307)
by Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf - Robust Performance Hypothesis Testing with the Sharpe Ratio (RePEc:zur:iewwpx:320)
by Oliver Ledoit & Michael Wolf - Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling (RePEc:zur:iewwpx:337)
by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf - Balanced Control of Generalized Error Rates (RePEc:zur:iewwpx:379)
by Joseph P. Romano & Michael Wolf - Hypothesis testing in econometrics (RePEc:zur:iewwpx:444)
by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf - Fund-of-funds construction by statistical multiple testing methods (RePEc:zur:iewwpx:445)
by Michael Wolf & Dan Wunderli - Consonance and the closure method in multiple testing (RePEc:zur:iewwpx:446)
by Joseph P. Romano & Azeem M. Shaikh & Michael Wolf - Nonlinear shrinkage estimation of large-dimensional covariance matrices (RePEc:zur:iewwpx:515)
by Olivier Ledoit & Michael Wolf - Robust performance hypothesis testing with the variance (RePEc:zur:iewwpx:516)
by Olivier Ledoit & Michael Wolf