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~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
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Search: person:"WOLF, M."
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Correlation
3
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3
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3
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3
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Wolf, Michael
9
Ledoit, Olivier
4
Romano, Joseph P.
3
Gonzalo, Jesús
1
Kokoszka, Piotr
1
Santa-Clara, Pedro
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Working paper series / University of Zurich, Department of Economics
49
Working paper / Institute for Empirical Research in Economics, University of Zürich
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
3
Journal of financial econometrics
3
Les dossiers d'ASBL actualités
3
Publications of Darmstadt Technical University, Institute for Business Studies (BWL)
3
Deutsche Lebensmittel-Rundschau : DLR ; Analytik, Forschung, Prozesse, Recht
2
Econometric theory
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Journal of empirical finance
2
Logistik heute : das deutsche Logistikmagazin
2
Policy note
2
Revue Gestion 2000 : management & prospective
2
(Arbeitswissenschaftliche Veröffentlichungen des Bayerischen Staatsministeriums für Arbeit u. Sozialordnung)
1
13 Fallstudien aus der Industrie
1
Annual review of economics
1
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1
Bibliothèque fiscale
1
Die Aktiengesellschaft : AG ; Zeitschrift für das gesamte Aktienwesen, für deutsches, europäisches und internationales Unternehmens- und Kapitalmarktrecht
1
Discussion paper / Economics series / Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
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Discussion paper series / IZA
1
Droit, économie et valeurs : hommage à Bernard Remiche
1
Economics letters
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Economie & humanisme : eh ; revue bimestrielle
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy & environment
1
Engineering and Process Economics
1
Finanzmarkt und Portfolio-Management
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GWF / Gas, Erdgas : das Gas- und Wasserfach
1
Hamburger Hefte zur internationalen Besteuerung
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International review of economics & finance : IREF
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La monnaie unique et les pays tiers : colloque international : international symposium
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ECONIS (ZBW)
9
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1
Exact and approximate stepdown methods for multiple hypothesis testing
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110443
Saved in:
2
Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
Saved in:
3
Stepwise multiple testing as formalized data snooping
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939840
Saved in:
4
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
Saved in:
5
Subsampling the mean of heavy-tailed dependent observations
Kokoszka, Piotr
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641515
Saved in:
6
Subsampling inference in threshold autoregressive models
Gonzalo, Jesús
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617766
Saved in:
7
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625987
Saved in:
8
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
Saved in:
9
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
Saved in:
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