Michael Wolf : Citation Profile


Are you Michael Wolf?

Universität Zürich

23

H index

27

i10 index

2854

Citations

RESEARCH PRODUCTION:

25

Articles

60

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 118
   Journals where Michael Wolf has often published
   Relations with other researchers
   Recent citing documents: 366.    Total self citations: 46 (1.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo206
   Updated: 2022-08-13    RAS profile: 2017-03-28    
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Relations with other researchers


Works with:

Ledoit, Olivier (10)

Engle, Robert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Wolf.

Is cited by:

Heckman, James (50)

Meghir, Costas (39)

LINTON, OLIVER (28)

Chernozhukov, Victor (28)

Pesaran, M (27)

List, John (26)

Costa Dias, Monica (25)

Doyle, Orla (25)

Shaikh, Azeem (22)

Fan, Jianqing (20)

Bollerslev, Tim (20)

Cites to:

Ledoit, Olivier (59)

Engle, Robert (24)

Andrews, Donald (17)

Angrist, Joshua (12)

Pischke, Jorn-Steffen (12)

Heckman, James (10)

Savelyev, Peter (10)

Uppal, Raman (10)

Pinto, Rodrigo (10)

Flachaire, Emmanuel (10)

Shaikh, Azeem (9)

Main data


Where Michael Wolf has published?


Journals with more than one article published# docs
Journal of Econometrics3
Statistics & Probability Letters2
Journal of Multivariate Analysis2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Journal of Empirical Finance2
Econometrica2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística10
Working Papers / Barcelona Graduate School of Economics2

Recent works citing Michael Wolf (2022 and 2021)


YearTitle of citing document
2021Work with What You’ve Got: Improving Teachers’ pedagogical Skills at Scale in Rural Peru. (2021). Montero, Ricardo ; Glewwe, Paul ; Castro, Juan F ; Heredia-Mayo, Alexandra. In: Staff Papers. RePEc:ags:umaesp:316662.

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2021Behavioral Barriers and the Socioeconomic Gap in Child Care Enrollment. (2021). Lergetporer, Philipp ; Hermes, Henning ; Wiederhold, Daniela Simon ; Peter, Frauke. In: Munich Papers in Political Economy. RePEc:aiw:wpaper:15.

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2021Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013.

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2021Optimal Portfolio Diversification via Independent Component Analysis. (2021). Vrins, Frederic ; Lassance, Nathan ; Demiguel, Victor ; de Miguel, Victor . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021014.

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2021How Optimistic and Pessimistic Narratives about COVID-19 Impact Economic Behavior. (2021). Rockenbach, Bettina ; Muller, Lara Marie ; Harrs, Soren. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:091.

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2021Optimal shrinkage-based portfolio selection in high dimensions. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Yarema. In: Papers. RePEc:arx:papers:1611.01958.

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2021Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

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2021Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398.

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2021Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2018). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Papers. RePEc:arx:papers:1809.01464.

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2022Have Econometric Analyses of Happiness Data Been Futile? A Simple Truth About Happiness Scales. (2019). Srisuma, Sorawoot ; Powdthavee, Nattavudh ; Chen, Le-Yu ; Oparina, Ekaterina. In: Papers. RePEc:arx:papers:1902.07696.

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2021Distribution Regression in Duration Analysis: an Application to Unemployment Spells. (2019). Sant'Anna, Pedro ; Garcia-Suaza, Andres ; Delgado, Miguel A. In: Papers. RePEc:arx:papers:1904.06185.

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2021Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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2021Detecting p-hacking. (2019). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Kudrin, Nikolay ; Elliott, Graham . In: Papers. RePEc:arx:papers:1906.06711.

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2021Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives in Random Bernoulli Sequences. (2019). Romano, Joseph P ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:1908.01406.

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2022Improved Central Limit Theorem and bootstrap approximations in high dimensions. (2019). Chernozhukov, Victor ; Koike, Yuta ; Kato, Kengo ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1912.10529.

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2022Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice. (2020). Vasconcelos, Gabriel ; Medeiros, Marcelo ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2002.01800.

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2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2021How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Papers. RePEc:arx:papers:2005.04089.

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2021Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262.

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2022A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961.

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2021Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity. (2020). Gouri, Christian ; Dobronyi, Christopher. In: Papers. RePEc:arx:papers:2010.13937.

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2021Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021Graphical Models for Financial Time Series and Portfolio Selection. (2021). Zhan, NI ; Sun, Yijia ; Jakhar, Aman ; Liu, HE. In: Papers. RePEc:arx:papers:2101.09214.

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2021Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2021Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

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2021A combinatorial optimization approach to scenario filtering in portfolio selection. (2021). Scozzari, Andrea ; Rodr, Mois'Es ; Ricca, Federica ; Puerto, Justo. In: Papers. RePEc:arx:papers:2103.01123.

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2021DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R. (2021). Spindler, Martin ; Kurz, Malte S ; Chernozhukov, Victor ; Bach, Philipp. In: Papers. RePEc:arx:papers:2103.09603.

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2021Portfolio Optimization with Sparse Multivariate Modelling. (2021). Aste, Tomaso ; Procacci, Pier Francesco. In: Papers. RePEc:arx:papers:2103.15232.

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2021Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2103.16908.

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2021Valid Heteroskedasticity Robust Testing. (2021). Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2104.12597.

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2021(When) should you adjust inferences for multiple hypothesis testing?. (2021). Wüthrich, Kaspar ; Niehaus, Paul ; Wuthrich, Kaspar ; Viviano, Davide. In: Papers. RePEc:arx:papers:2104.13367.

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2021Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. (2021). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2106.02131.

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2022Superconsistency of tests in high dimensions. (2021). Preinerstorfer, David ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2106.03700.

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2021Diversified reward-risk parity in portfolio construction. (2021). Kim, Young Shin ; Choi, Jae Hyung. In: Papers. RePEc:arx:papers:2106.09055.

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2021The efficient frontiers of mean-variance portfolio rules under distribution misspecification. (2021). van Zyl, Terence ; Gebbie, Tim ; Paskaramoorthy, Andrew. In: Papers. RePEc:arx:papers:2106.10491.

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2021MinP Score Tests with an Inequality Constrained Parameter Space. (2021). Yang, Yuhong ; Rahbek, Anders ; Lu, Zeng-Hua ; Cavaliere, Giuseppe. In: Papers. RePEc:arx:papers:2107.06089.

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2021Recent Developments in Inference: Practicalities for Applied Economics. (2021). Michler, Jeffrey ; Josephson, Anna. In: Papers. RePEc:arx:papers:2107.09736.

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2021Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market. (2021). Mehtab, Sidra ; Sen, Jaydip. In: Papers. RePEc:arx:papers:2107.11371.

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2021A Unifying Framework for Testing Shape Restrictions. (2021). Fang, Zheng. In: Papers. RePEc:arx:papers:2107.12494.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

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2021Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version). (2021). Kercheval, Alec ; Gurdogan, Hubeyb. In: Papers. RePEc:arx:papers:2109.00148.

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2021Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044.

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2021Dynamic Games in Empirical Industrial Organization. (2021). Aguirregabiria, Victor ; Ryan, Stephen P ; Collard-Wexler, Allan. In: Papers. RePEc:arx:papers:2109.01725.

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2021High-dimensional Portfolio Optimization using Joint Shrinkage. (2021). Banerjee, Sayantan ; Burman, Anik. In: Papers. RePEc:arx:papers:2109.13633.

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2021Kernel Minimum Divergence Portfolios. (2021). Szab, Zolt'An ; Chamakh, Linda. In: Papers. RePEc:arx:papers:2110.09516.

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2021A Universal End-to-End Approach to Portfolio Optimization via Deep Learning. (2021). Zohren, Stefan ; Cucuringu, Mihai ; Zhang, Zihao. In: Papers. RePEc:arx:papers:2111.09170.

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2021On Recoding Ordered Treatments as Binary Indicators. (2021). Shem-Tov, Yotam ; Rose, Evan K. In: Papers. RePEc:arx:papers:2111.12258.

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2021RPS: Portfolio Asset Selection using Graph based Representation Learning. (2021). Loghmani, Erfan ; Owfi, Ali ; Alian, Parsa ; Fazli, Mohammadamin. In: Papers. RePEc:arx:papers:2111.15634.

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2021Data-driven integration of regularized mean-variance portfolios. (2021). Kwon, Roy H ; Butler, Andrew. In: Papers. RePEc:arx:papers:2112.07016.

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2021The Oracle estimator is suboptimal for global minimum variance portfolio optimisation. (2021). Challet, Damien ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2112.07521.

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2021Mean-Covariance Robust Risk Measurement. (2021). Filipovi, Damir ; Abadeh, Soroosh Shafieezadeh ; Nguyen, Viet Anh ; Kuhn, Daniel. In: Papers. RePEc:arx:papers:2112.09959.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2022Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Aste, Tomaso ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2112.15499.

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2022High-Dimensional Sparse Multivariate Stochastic Volatility Models. (2022). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2201.08584.

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2022Option Volume Imbalance as a predictor for equity market returns. (2022). Howison, Sam ; Cucuringu, Mihai ; Michael, Nikolas. In: Papers. RePEc:arx:papers:2201.09319.

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2022Two is better than one: Regularized shrinkage of large minimum variance portfolio. (2022). Parolya, Nestor ; Thors, Erik ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2202.06666.

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2022Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817.

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2022Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series. (2022). Wang, Yuanrong ; Aste, Tomaso. In: Papers. RePEc:arx:papers:2203.03991.

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2022A generalized precision matrix for t-Student distributions in portfolio optimization. (2022). Paterlini, Sandra ; Taufer, Emanuele ; Bax, Karoline. In: Papers. RePEc:arx:papers:2203.13740.

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2022Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach. (2022). Obradovi, Filip. In: Papers. RePEc:arx:papers:2204.00180.

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2022LoCoV: low dimension covariance voting algorithm for portfolio optimization. (2022). Popescu, Ionel ; Duan, Juntao. In: Papers. RePEc:arx:papers:2204.00204.

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2022Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach. (2022). Al-Saggaf, Ubaid ; Al-Naffouri, Tareq Y ; Moinuddin, Muhammad ; Ballal, Tarig ; Mahadi, Maaz. In: Papers. RePEc:arx:papers:2204.05611.

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2022Randomized geometric tools for anomaly detection in stock markets. (2022). Chalkis, Apostolos ; Bachelard, Cyril ; Tsigaridas, Elias ; Fisikopoulos, Vissarion. In: Papers. RePEc:arx:papers:2205.03852.

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2022High-dimensional Data Bootstrap. (2022). Chetverikov, Denis ; Chernozhukov, Victor ; Koike, Yuta ; Kato, Kengo. In: Papers. RePEc:arx:papers:2205.09691.

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2022Global combinations of expert forecasts. (2022). Thompson, Ryan ; Qian, Yilin ; Vasnev, Andrey L. In: Papers. RePEc:arx:papers:2207.07318.

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2021Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers. (2021). Hipp, Ruben ; Brunner, Felix. In: Staff Working Papers. RePEc:bca:bocawp:21-37.

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2021Long Term Effects of Cash Transfer Programs in Colombia. (2021). Posso, Christian ; Meghir, Costas ; Medina, Carlos ; Cardona-Sosa, Lina ; Attanasio, Orazio. In: Borradores de Economia. RePEc:bdr:borrec:1170.

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2021When Transparency Fails: Financial Incentives for Local Banking Agents in Indonesia. (2021). Leon-Ciliotta, Gianmarco ; Deserranno, Erika ; Witoelar, Firman. In: Working Papers. RePEc:bge:wpaper:1233.

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2021Estimating and inferring the maximum degree of stimulus?locked time?varying brain connectivity networks. (2021). Liu, Han ; Zhang, Tong ; Lu, Junwei ; Tan, Kean Ming. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:2:p:379-390.

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2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2022A reexamination of factor momentum: How strong is it?. (2022). Li, Youwei ; Fan, Minyou ; Liu, Jiadong ; Liao, Ming. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615.

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2021Information?driven stock price comovement. (2021). Shang, Danjue ; Box, Travis. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:403-429.

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2021When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669.

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2021Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662.

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2021Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654.

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2021Simple Multivariate Conditional Covariance Dynamics Using Hyperbolically Weighted Moving Averages. (2021). Hiroyuki, Kawakatsu. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:33-52:n:7.

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2021Variable Selection in Regression Models Using Global Sensitivity Analysis. (2021). Paruolo, Paolo ; Andrea, Saltelli ; William, Becker. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:2:p:187-233:n:5.

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2021Free Trade and the Formation of Environmental Policy: Evidence from US Legislative Votes. (2021). Cherniwchan, Jevan ; Najjar, Nouri . In: Carleton Economic Papers. RePEc:car:carecp:21-11.

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2021Trade protection along supply chains. (2021). Erbahar, Aksel ; Conconi, Paola ; Bown, Chad ; Trimarchi, Lorenzo. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1739.

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2021Happy to help: The welfare effects of a nationwide micro-volunteering programme. (2021). Shreedhar, Ganga ; Marshall, Claire ; Lee, Helen ; Krekel, Christian ; Dolan, Paul ; Smith, Allison. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1772.

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2021Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions. (2021). Anatolyev, Stanislav ; Pyrlik, Vladimir . In: CERGE-EI Working Papers. RePEc:cer:papers:wp699.

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2021Behavioral Barriers and the Socioeconomic Gap in Child Care Enrollment. (2021). Hermes, Henning ; Wiederhold, Simon ; Peter, Frauke ; Lergetporer, Philipp. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9282.

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2022The Effects of Incentivizing Early Prenatal Care on Infant Health. (2022). Karbownik, Krzysztof ; Cygan-Rehm, Kamila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9627.

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2022Health and Labor Market Impacts of Twin Birth: Evidence from a Swedish IVF Policy Mandate. (2022). Palme, MÃ¥rten ; Clarke, Damian ; Mhlrad, H ; Bhalotra, S. In: CAGE Online Working Paper Series. RePEc:cge:wacage:602.

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2022Let the rebels rule? Evidence on the economic effects of rebel governance in Colombia. (2022). Perez-Cardona, Santiago ; Prez-Cardona, Santiago. In: Documentos CEDE. RePEc:col:000089:019941.

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2021Landmines: The local effects of demining. (2021). Vargas, Juan ; Prem, Mounu ; Purroy, Miguel. In: Documentos de Trabajo LACEA. RePEc:col:000518:019733.

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2021Is Mobile Money Changing Rural Africa? Evidence from a Field Experiment. (2021). Vicente, Pedro ; Batista, Catia. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2116.

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2021Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties. (2021). Wilhelm, Daniel ; Shaikh, Azeem ; Mogstad, Magne. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2132.

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2021Scared Straight? Threat and Assimilation of Refugees in Germany. (2021). Sardoschau, Sulin ; Tabellini, Marco ; Philipp, Jaschke. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2136.

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2022Proud to belong: The impact of ethics training on police officers. (2022). orcan, Oana B ; Harris, Donna ; Dercon, Stefan ; Schettini, Bruno ; Telli, Henry ; Serra, Danila ; Borcan, Oana. In: CSAE Working Paper Series. RePEc:csa:wpaper:2022-05.

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2021Long Term Effects of Cash Transfer Programs in Colombia. (2021). Medina, Carlos ; Posso, Christian ; Meghir, Costas ; Cardona-Sosa, Lina ; Attanasio, Orazio P. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2293.

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2021The Measuring of Assortativeness in Marriage: A Comment. (2021). Meghir, Costas ; Dias, Monica Costa ; Chiappori, Pierre-Andre. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2316.

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2021Behavioral Barriers and the Socioeconomic Gap in Child Care Enrollment. (2021). Wiederhold, Simon ; Peter, Frauke ; Lergetporer, Philipp ; Hermes, Henning. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1970.

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2021Does Grandparenting Pay off for the Next Generations? Intergenerational Effects of Grandparental Care. (2021). Spiess, Katharina C ; Barschkett, Mara ; Ziege, Elena. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1975.

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2022Fractal Dimension Option Hedging Strategy Implementation During Turbulent Market Conditions in Developing and Developed Countries. (2022). Basson, L J ; Dickason-Koekemoer, Zandri ; Ferreira-Schenk, Sune. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-9.

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2021Split Bregman iteration for multi-period mean variance portfolio optimization. (2021). de Simone, Valentina ; Corsaro, Stefania ; Marino, Zelda. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:392:y:2021:i:c:s0096300320306688.

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2021An efficient numerical method for condition number constrained covariance matrix approximation. (2021). Wang, Shaoxin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:397:y:2021:i:c:s009630032030878x.

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2022Multi?period portfolio selection with investor views based on scenario tree. (2022). Wang, Shouyang ; Fang, Yong ; Bai, Lin ; Zhao, Daping. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:418:y:2022:i:c:s0096300321008961.

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