Michael Wolf : Citation Profile


Are you Michael Wolf?

Universität Zürich

19

H index

24

i10 index

1900

Citations

RESEARCH PRODUCTION:

24

Articles

59

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 82
   Journals where Michael Wolf has often published
   Relations with other researchers
   Recent citing documents: 567.    Total self citations: 43 (2.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo206
   Updated: 2020-08-01    RAS profile: 2017-03-28    
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Relations with other researchers


Works with:

Ledoit, Olivier (14)

Shaikh, Azeem (2)

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

Is cited by:

Meghir, Costas (35)

Heckman, James (32)

Pesaran, M (26)

Doyle, Orla (24)

Chernozhukov, Victor (22)

Santos, Andre (20)

List, John (20)

Winker, Peter (19)

Staszewska-Bystrova, Anna (18)

LINTON, OLIVER (17)

Kondor, Imre (16)

Cites to:

Ledoit, Olivier (46)

Andrews, Donald (17)

Pischke, Jorn-Steffen (12)

Angrist, Joshua (12)

Engle, Robert (11)

Flachaire, Emmanuel (10)

Pinto, Rodrigo (9)

Shaikh, Azeem (9)

Savelyev, Peter (9)

Heckman, James (9)

Stock, James (7)

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
Econometrica2
Journal of Empirical Finance2

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 (2020 and 2019)


YearTitle of citing document
2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69.

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2017Picking Funds with Confidence. (2017). Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S ; Wermers, Russ. In: CREATES Research Papers. RePEc:aah:create:2017-13.

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2017Bootstrap-Based Inference for Cube Root Consistent Estimators. (2017). Jansson, Michael ; Cattaneo, Matias ; Nagasawa, Kenichi. In: CREATES Research Papers. RePEc:aah:create:2017-18.

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2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2017Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment. (2017). Podolskij, Mark ; Hounyo, Ulrich ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2017-30.

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2018Realizing Correlations Across Asset Classes. (2018). Vander Elst, Harry ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-37.

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2020Semiparametric Estimation of Dynamic Binary Choice Panel Data Models. (2020). Yang, Thomas Tao ; Ouyang, FU. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2020-671.

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2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2020Estimating the Production Function for Human Capital: Results from a Randomized Controlled Trial in Colombia. (2020). Cattan, Sarah ; Attanasio, Orazio ; Rubio-Codina, Marta ; Meghir, Costas ; Fitzsimons, Emla. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:1:p:48-85.

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2017Vocational Training for Disadvantaged Youth in Colombia: A Long-Term Follow-Up. (2017). Medina, Carlos ; Meghir, Costas ; Guarin, Arlen ; Attanasio, Orazio. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:9:y:2017:i:2:p:131-43.

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2018Modelling Electricity Swaps with Stochastic Forward Premium Models. (2018). Rodriguez, Rosa ; Pea, Juan Ignacio. In: The Energy Journal. RePEc:aen:journl:ej39-2-pena.

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2019Main aspects on the nature of dynamic models. (2019). Birsan, Oana ; Grigorescu, Dana Luiza ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:129-138.

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2019Main aspects on the nature of dynamic models. (2019). Birsan, Oana ; Grigorescu, Dana Luiza ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:129-138.

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2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Finco, A ; Bucci, G ; Bentivoglio, D. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

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2019Spectral Analysis of Multivariate Time Series. (2019). von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019008.

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2020The LassoPSVM approach for sufficient dimension reduction using principal projections. (2020). Artemiou, Andreas ; Pircalabelu, Eugen. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020008.

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2019Benefits and Consequences of Diversification: Evidence from Financialzed Commodity Portfolios. (2019). Ekananda, Mahjus ; Handika, Rangga. In: Asian Business Research Journal. RePEc:ajn:abrjou:2019:p:17-28.

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2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Grabowski, Daniel. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2018.

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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:449-479.

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2018Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems. (2018). Chernozhukov, Victor ; Kato, Kengo ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1304.0282.

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2020Asymptotic distribution of the Markowitz portfolio. (2018). Pav, Steven E.. In: Papers. RePEc:arx:papers:1312.0557.

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2018The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages. (2018). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Luo, YE. In: Papers. RePEc:arx:papers:1512.05635.

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2019Confidence Intervals for Projections of Partially Identified Parameters. (2019). Stoye, Jörg ; Molinari, Francesca ; Kaido, Hiroaki. In: Papers. RePEc:arx:papers:1601.00934.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2018Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization. (2018). Kondor, Imre ; Caccioli, Fabio ; Papp, G'Abor. In: Papers. RePEc:arx:papers:1602.08297.

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2019Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk. (2017). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1607.00286.

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2018Best Subset Binary Prediction. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:1610.02738.

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2018Optimal 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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2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

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2017Analytic solution to variance optimization with no short-selling. (2017). Caccioli, Fabio ; Papp, G'Abor ; Kondor, Imre. In: Papers. RePEc:arx:papers:1612.07067.

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2020Bootstrap-Based Inference for Cube Root Asymptotics. (2019). Jansson, Michael ; Cattaneo, Matias ; Nagasawa, Kenichi. In: Papers. RePEc:arx:papers:1704.08066.

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2017High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien . In: Papers. RePEc:arx:papers:1704.08175.

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2019Machine-Learning Tests for Effects on Multiple Outcomes. (2019). Mullainathan, Sendhil ; Spiess, Jann ; Ludwig, Jens. In: Papers. RePEc:arx:papers:1707.01473.

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2017On the overestimation of the largest eigenvalue of a covariance matrix. (2017). Hayou, Soufiane . In: Papers. RePEc:arx:papers:1708.03551.

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2017Risk-Aware Multi-Armed Bandit Problem with Application to Portfolio Selection. (2017). Fu, Feng ; Huo, Xiaoguang . In: Papers. RePEc:arx:papers:1709.04415.

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2018Analytic approach to variance optimization under an $\ell_1$ constraint. (2018). Caccioli, Fabio ; Papp, G'Abor ; Kondor, Imre. In: Papers. RePEc:arx:papers:1709.08755.

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2019Inference for Impulse Responses under Model Uncertainty. (2019). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2019A Random Attention Model. (2019). Cattaneo, Matias ; Suleymanov, Elchin ; Masatlioglu, Yusufcan. In: Papers. RePEc:arx:papers:1712.03448.

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

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2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01381.

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2018Stock Price Prediction using Principle Components. (2018). , Edwin ; Ghorbani, Mahsa. In: Papers. RePEc:arx:papers:1803.05075.

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2019Simultaneous Mean-Variance Regression. (2019). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:1804.01631.

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2018Reducing Estimation Risk in Mean-Variance Portfolios with Machine Learning. (2018). Kinn, Daniel. In: Papers. RePEc:arx:papers:1804.01764.

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2018Moment Inequalities in the Context of Simulated and Predicted Variables. (2018). Rysman, Marc ; Kaido, Hiroaki ; Li, Jiaxuan. In: Papers. RePEc:arx:papers:1804.03674.

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2018Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator. (2018). Esfahani, Peyman Mohajerin ; Kuhn, Daniel ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:1805.07194.

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2018High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1806.01888.

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2018Some Statistical Problems with High Dimensional Financial data. (2018). Sen, Rituparna ; Chakrabarti, Arnab. In: Papers. RePEc:arx:papers:1808.02953.

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2018Portfolio 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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2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

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2019Forecasting Time Series with VARMA Recursions on Graphs. (2019). Leus, Geert ; Perraudin, Nathanael ; Loukas, Andreas ; Isufi, Elvin. In: Papers. RePEc:arx:papers:1810.08581.

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2019Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices. (2019). Psaradellis, Ioannis ; Stasinakis, Charalampos ; Hassanniakalager, Arman ; Sermpinis, Georgios. In: Papers. RePEc:arx:papers:1811.06766.

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2018An updated review of (sub-)optimal diversification models. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1811.08255.

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2018The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:1811.08604.

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2019Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination. (2019). Treleaven, Philip ; Firoozye, Nick ; Koshiyama, Adriano. In: Papers. RePEc:arx:papers:1901.01751.

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2019Robust Asset Allocation for Robo-Advisors. (2019). Roncalli, Thierry ; Lezmi, Edmond ; Bourgeron, Thibault. In: Papers. RePEc:arx:papers:1902.07449.

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2019Have 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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2019Estimation of Cross-Sectional Dependence in Large Panels. (2019). GAO, Jiti ; Zhang, BO ; Yang, Yanrong ; Pan, Guangming. In: Papers. RePEc:arx:papers:1904.06843.

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2020Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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2019Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases. (2019). Firoozye, Nick ; Koshiyama, Adriano. In: Papers. RePEc:arx:papers:1905.05023.

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2020Detecting p-hacking. (2019). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Kudrin, Nikolay ; Elliott, Graham . In: Papers. RePEc:arx:papers:1906.06711.

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2019Artificial Intelligence Alter Egos: Who benefits from Robo-investing?. (2019). Raymond, Steve ; Ghysels, Eric ; de Winne, Rudy ; DEWINNE, Rudy ; D'Hondt, Catherine. In: Papers. RePEc:arx:papers:1907.03370.

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2019A Simple Uniformly Valid Test for Inequalities. (2019). Shi, Xiaoxia ; Cox, Gregory. In: Papers. RePEc:arx:papers:1907.06317.

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2020Uncertainty 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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2019Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

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2019Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697.

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2020Quantitative portfolio selection: using density forecasting to find consistent portfolios. (2019). Beasley, John ; Adcock, C J ; Meade, N. In: Papers. RePEc:arx:papers:1908.08442.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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2019Portfolio Cuts: A Graph-Theoretic Framework to Diversification. (2019). Mandic, Danilo P ; Constantinides, Anthony G ; Stankovic, Ljubisa ; Dees, Bruno Scalzo. In: Papers. RePEc:arx:papers:1910.05561.

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2019Sparsity and Stability for Minimum-Variance Portfolios. (2019). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven . In: Papers. RePEc:arx:papers:1910.11840.

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2020Data-driven covariance estimators for high-dimensional minimum-variance portfolios. (2019). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven . In: Papers. RePEc:arx:papers:1910.13960.

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2019Extended MinP Tests of Multiple Hypotheses. (2019). Lu, Zeng-Hua. In: Papers. RePEc:arx:papers:1911.04696.

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2019Improved 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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2020The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529.

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2020PCA for Implied Volatility Surfaces. (2020). Papanicolaou, George ; Healy, Brian ; Avellaneda, Marco. In: Papers. RePEc:arx:papers:2002.00085.

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2020Sharpe 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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2020TPLVM: Portfolio Construction by Students $t$-process Latent Variable Model. (2020). Nakagawa, Kei ; Uchiyama, Yusuke. In: Papers. RePEc:arx:papers:2002.06243.

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2020Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management. (2020). Nakagawa, Kei ; Abe, Masaya. In: Papers. RePEc:arx:papers:2002.06975.

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2020A Framework for Online Investment Algorithms. (2020). Gebbie, Tim ; van Zyl, Terence ; Paskaramoorthy, Andrew. In: Papers. RePEc:arx:papers:2003.13360.

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2020Company classification using machine learning. (2020). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Papers. RePEc:arx:papers:2004.01496.

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2020Bootstraps Regularize Singular Correlation Matrices. (2020). Bongiorno, Christian. In: Papers. RePEc:arx:papers:2004.03165.

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2020QuantNet: Transferring Learning Across Systematic Trading Strategies. (2020). Treleaven, Philip ; Firoozye, Nick ; Blumberg, Stefano B ; Flennerhag, Sebastian ; Koshiyama, Adriano. In: Papers. RePEc:arx:papers:2004.03445.

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2020Microeconometrics with Partial Identification. (2020). Molinari, Francesca. In: Papers. RePEc:arx:papers:2004.11751.

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

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2020How 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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2020Mean-Variance Portfolio Management with Functional Optimization. (2020). He, Zhaoyi ; Tsang, Ka Wai. In: Papers. RePEc:arx:papers:2005.12774.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2020Deeply Equal-Weighted Subset Portfolios. (2020). Il, Sang. In: Papers. RePEc:arx:papers:2006.14402.

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2017Compare Value at Risk and Return of Assets Portfolio Stock, Gold, REIT, U.S. & Iran Market Indices. (2017). Darabi, Roya ; Ghorashi, Felor . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:44-48.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Luger, Richard ; Gungor, Sermin . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2019Child labor under cash and in-kind transfers: evidence from rural Mexico. (2019). Tagliati, Federico. In: Working Papers. RePEc:bde:wpaper:1935.

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2019TEENAGE RISKY BEHAVIOR AND PARENTAL SUPERVISION: THE UNINTENDED CONSEQUENCES OF MULTIPLE SHIFTS SCHOOL SYSTEMS. (2019). Rossi, Martín ; Reynoso, Ana. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:774-791.

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2018The mixed vs the integrated approach to style investing: Much ado about nothing?. (2018). Leippold, Markus ; Rueegg, Roger. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:829-855.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2017Estimation of the false discovery proportion with unknown dependence. (2017). Fan, Jianqing ; Han, XU. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1143-1164.

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2017Maximum likelihood estimation for linear Gaussian covariance models. (2017). Zwiernik, Piotr ; Richards, Donald ; Uhler, Caroline . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1269-1292.

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2017Simultaneous inference for multilevel linear mixed models—with an application to a large-scale school meal study. (2017). Ritz, Christian ; Damsgaard, Camilla Trab ; Laursen, Rikke Pilmann. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:2:p:295-311.

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2018Testing for pathway (in)activation by using Gaussian graphical models. (2018). van Wieringen, Wessel N ; van De, Mark A ; de Menezes, Renee X. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:67:y:2018:i:5:p:1419-1436.

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More than 100 citations found, this list is not complete...

Works by Michael Wolf:


YearTitleTypeCited
2010Hypothesis Testing in Econometrics In: Annual Review of Economics.
[Full Text][Citation analysis]
article40
2009Hypothesis testing in econometrics.(2009) In: IEW - Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2005Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article114
2003Exact and approximate stepdown methods for multiple hypothesis testing.(2003) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114
paper
2000Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem. In: Journal of Business & Economic Statistics.
[Citation analysis]
article27
2003Stepwise Multiple Testing as Formalized Data Snooping In: Working Papers.
[Full Text][Citation analysis]
paper260
2005Stepwise Multiple Testing as Formalized Data Snooping.(2005) In: Econometrica.
[Full Text][Citation analysis]
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article
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