24
H index
33
i10 index
4079
Citations
Universität Zürich | 24 H index 33 i10 index 4079 Citations RESEARCH PRODUCTION: 25 Articles 65 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Wolf. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
| Journal of Empirical Finance | 2 |
| Econometrica | 2 |
| Journal of Multivariate Analysis | 2 |
| TEST: An Official Journal of the Spanish Society of Statistics and Operations Research | 2 |
| Statistics & Probability Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística | 10 |
| Working Papers / Barcelona School of Economics | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | The Economic Impact of Depression Treatment in India: Evidence from Community-Based Provision of Pharmacotherapy. (2024). Bennett, Daniel ; Angelucci, Manuela. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:1:p:169-98. Full description at Econpapers || Download paper | |
| 2025 | Impacts of an innovative credit + insurance bundle for marginalized farmers: Evidence from a cluster randomized trial in Odisha, India. (2025). Kramer, Berber ; Pattnaik, Subhransu ; Ward, Patrick S ; Xu, Yingchen. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360986. Full description at Econpapers || Download paper | |
| 2024 | The Impact of COVID-19 on Peer Relationships: Insights from Classroom Social Networks. (2024). Agus, Yusuf ; Turkum, Betul. In: AMSE Working Papers. RePEc:aim:wpaimx:2415. Full description at Econpapers || Download paper | |
| 2025 | The Causal Impact of Gender Norms on Mothers’ Employment Attitudes and Expectations. (2025). Wiederhold, Simon ; Peter, Frauke ; Lergetporer, Philipp ; Krauss, Marina ; Hermes, Hennig. In: Munich Papers in Political Economy. RePEc:aiw:wpaper:38. Full description at Econpapers || Download paper | |
| 2025 | Anchoring Effects in the Elicitation of Multidimensional Beliefs. Evidence from a Representative Survey Experiment. (2025). Rittmansberger, Thomas ; Lergetporer, Philipp ; Werner, Katharina ; Zeidler, Helen. In: Munich Papers in Political Economy. RePEc:aiw:wpaper:42. Full description at Econpapers || Download paper | |
| 2024 | In the wrong place at the wrong time. The impact of mass shooting exposure on mental health. (2024). Ubaldi, Michele ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:491. Full description at Econpapers || Download paper | |
| 2025 | School Entry Policies, Maternal Education, and Pregnancy Outcomes: New Causal Evidence. (2025). Yan, JI ; Schulkind, Lisa. In: Working Papers. RePEc:apl:wpaper:25-07. Full description at Econpapers || Download paper | |
| 2025 | Normal Approximation in Large Network Models. (2024). Moon, Hyungsik ; Leung, Michael. In: Papers. RePEc:arx:papers:1904.11060. Full description at Econpapers || Download paper | |
| 2024 | Extended MinP Tests for Global and Multiple testing. (2024). Lu, Zeng-Hua. In: Papers. RePEc:arx:papers:1911.04696. Full description at Econpapers || Download paper | |
| 2025 | A Multivariate Realized GARCH Model. (2025). Hansen, Peter ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708. Full description at Econpapers || Download paper | |
| 2024 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2024). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
| 2024 | DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R. (2024). Chernozhukov, Victor ; Bach, Philipp ; Spindler, Martin ; Kurz, Malte S. In: Papers. RePEc:arx:papers:2103.09603. Full description at Econpapers || Download paper | |
| 2025 | A model of multiple hypothesis testing. (2025). Wüthrich, Kaspar ; Niehaus, Paul ; Wuthrich, Kaspar ; Viviano, Davide. In: Papers. RePEc:arx:papers:2104.13367. Full description at Econpapers || Download paper | |
| 2024 | Keep it Tighter -- A Story on Analytical Mean Embeddings. (2024). Szab, Zolt'An ; Chamakh, Linda. In: Papers. RePEc:arx:papers:2110.09516. Full description at Econpapers || Download paper | |
| 2024 | On Recoding Ordered Treatments as Binary Indicators. (2024). Shem-Tov, Yotam ; Rose, Evan K. In: Papers. RePEc:arx:papers:2111.12258. Full description at Econpapers || Download paper | |
| 2025 | Mean-Covariance Robust Risk Measurement. (2023). Nguyen, Viet Anh ; Abadeh, Soroosh Shafieezadeh ; Kuhn, Daniel ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2112.09959. Full description at Econpapers || Download paper | |
| 2024 | Semiparametric Estimation of Dynamic Binary Choice Panel Data Models. (2024). Yang, Thomas Tao ; Ouyang, FU. In: Papers. RePEc:arx:papers:2202.12062. Full description at Econpapers || Download paper | |
| 2024 | Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach. (2024). Obradovi, Filip. In: Papers. RePEc:arx:papers:2204.00180. Full description at Econpapers || Download paper | |
| 2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
| 2025 | Effective and scalable programs to facilitate labor market transitions for women in technology. (2024). Athey, Susan ; Palikot, Emil. In: Papers. RePEc:arx:papers:2211.09968. Full description at Econpapers || Download paper | |
| 2024 | Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning. (2024). Yan, Xing ; Ma, Wenxuan ; Sun, Chuting. In: Papers. RePEc:arx:papers:2301.07318. Full description at Econpapers || Download paper | |
| 2024 | Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables. (2024). Yang, Thomas Tao ; Ouyang, FU ; Dobronyi, Christopher R. In: Papers. RePEc:arx:papers:2301.09379. Full description at Econpapers || Download paper | |
| 2025 | Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233. Full description at Econpapers || Download paper | |
| 2024 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper | |
| 2025 | Ledoit-Wolf linear shrinkage with unknown mean. (2025). Oriol, Benoit ; Miot, Alexandre. In: Papers. RePEc:arx:papers:2304.07045. Full description at Econpapers || Download paper | |
| 2024 | Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2024). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488. Full description at Econpapers || Download paper | |
| 2025 | Marginal Effects for Probit and Tobit with Endogeneity. (2025). Kalnina, Ilze ; Evdokimov, Kirill S ; Zeleneev, Andrei. In: Papers. RePEc:arx:papers:2306.14862. Full description at Econpapers || Download paper | |
| 2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
| 2024 | New approximate stochastic dominance approaches for Enhanced Indexation models. (2024). Puerto, Justo ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2401.12669. Full description at Econpapers || Download paper | |
| 2024 | Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties. (2024). Shaikh, Azeem ; Mogstad, Magne ; Bazylik, Sergei ; Romano, Joseph ; Wilhelm, Daniel. In: Papers. RePEc:arx:papers:2402.00192. Full description at Econpapers || Download paper | |
| 2024 | Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: Papers. RePEc:arx:papers:2402.05030. Full description at Econpapers || Download paper | |
| 2025 | Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523. Full description at Econpapers || Download paper | |
| 2024 | Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Fisikopoulos, Vissarion ; Tsigaridas, Elias ; Bachelard, Cyril ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2403.00009. Full description at Econpapers || Download paper | |
| 2024 | Portfolio management using graph centralities: Review and comparison. (2024). Noferini, Vanni ; Vrontos, Spyridon ; Arslan, Bahar. In: Papers. RePEc:arx:papers:2404.00187. Full description at Econpapers || Download paper | |
| 2025 | A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances. (2025). Tabord-Meehan, Max ; Shaikh, Azeem ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2405.03910. Full description at Econpapers || Download paper | |
| 2024 | Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints. (2024). Zhou, Qiqin. In: Papers. RePEc:arx:papers:2406.00610. Full description at Econpapers || Download paper | |
| 2024 | Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235. Full description at Econpapers || Download paper | |
| 2024 | Cluster GARCH. (2024). Hansen, Peter ; Archakov, Ilya ; Tong, Chen. In: Papers. RePEc:arx:papers:2406.06860. Full description at Econpapers || Download paper | |
| 2025 | Randomization Inference: Theory and Applications. (2025). Shaikh, Azeem ; Romano, Joseph P ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:2406.09521. Full description at Econpapers || Download paper | |
| 2024 | Credit Ratings: Heterogeneous Effect on Capital Structure. (2024). Spindler, Martin ; Wasserbacher, Helmut. In: Papers. RePEc:arx:papers:2406.18936. Full description at Econpapers || Download paper | |
| 2024 | Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. (2024). Kostanjvcar, Zvonko ; Beguvsi, Stjepan ; Vzigni, Lucija. In: Papers. RePEc:arx:papers:2407.03781. Full description at Econpapers || Download paper | |
| 2024 | Risk Analysis of Passive Portfolios. (2024). Das, Sourish. In: Papers. RePEc:arx:papers:2407.08332. Full description at Econpapers || Download paper | |
| 2024 | Covariance Matrix Analysis for Optimal Portfolio Selection. (2024). Shen, Lim Hao. In: Papers. RePEc:arx:papers:2407.08748. Full description at Econpapers || Download paper | |
| 2024 | The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2407.09536. Full description at Econpapers || Download paper | |
| 2024 | Regularizing stock return covariance matrices via multiple testing of correlations. (2024). Luger, Richard. In: Papers. RePEc:arx:papers:2407.09696. Full description at Econpapers || Download paper | |
| 2024 | Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management. (2024). Hwang, Yoontae ; Lee, Yongjae ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2407.13751. Full description at Econpapers || Download paper | |
| 2025 | Fundamental properties of linear factor models. (2025). Schneider, Paul ; Filipovic, Damir. In: Papers. RePEc:arx:papers:2409.02521. Full description at Econpapers || Download paper | |
| 2024 | A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962. Full description at Econpapers || Download paper | |
| 2024 | Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets. (2024). Yang, Yanrong ; Wu, Ruike ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2410.01826. Full description at Econpapers || Download paper | |
| 2025 | On the Lower Confidence Band for the Optimal Welfare. (2024). Semenova, Vira ; Ponomarev, Kirill. In: Papers. RePEc:arx:papers:2410.07443. Full description at Econpapers || Download paper | |
| 2025 | Inference on Multiple Winners with Applications to Microcredit and Economic Mobility. (2025). Shaikh, Azeem ; Petrou-Zeniou, Andreas. In: Papers. RePEc:arx:papers:2410.19212. Full description at Econpapers || Download paper | |
| 2024 | Fast Deep Hedging with Second-Order Optimization. (2024). Wood, Ben ; Gonon, Lukas ; Akkari, Amira ; Mueller, Konrad. In: Papers. RePEc:arx:papers:2410.22568. Full description at Econpapers || Download paper | |
| 2025 | Identification and Inference in General Bunching Designs. (2025). Song, Myunghyun. In: Papers. RePEc:arx:papers:2411.03625. Full description at Econpapers || Download paper | |
| 2024 | Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios. (2024). Cotton, Peter. In: Papers. RePEc:arx:papers:2411.05807. Full description at Econpapers || Download paper | |
| 2025 | Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics. (2025). Lesniewski, Andrew ; Trigila, Giulio. In: Papers. RePEc:arx:papers:2412.00036. Full description at Econpapers || Download paper | |
| 2024 | M6 Investment Challenge: The Role of Luck and Strategic Considerations. (2024). Stanvek, Filip. In: Papers. RePEc:arx:papers:2412.04490. Full description at Econpapers || Download paper | |
| 2025 | Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175. Full description at Econpapers || Download paper | |
| 2025 | Comparing latent inequality with ordinal data. (2025). Kaplan, David ; Zhao, Wei. In: Papers. RePEc:arx:papers:2501.05338. Full description at Econpapers || Download paper | |
| 2025 | Bridging Root-$n$ and Non-standard Asymptotics: Adaptive Inference in M-Estimation. (2025). Kuchibhotla, Arun Kumar ; Takatsu, Kenta. In: Papers. RePEc:arx:papers:2501.07772. Full description at Econpapers || Download paper | |
| 2025 | Continuity of the Distribution Function of the argmax of a Gaussian Process. (2025). Jansson, Michael ; Cattaneo, Matias ; Nagasawa, Kenichi ; Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2501.13265. Full description at Econpapers || Download paper | |
| 2025 | Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828. Full description at Econpapers || Download paper | |
| 2025 | Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310. Full description at Econpapers || Download paper | |
| 2025 | Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461. Full description at Econpapers || Download paper | |
| 2025 | A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275. Full description at Econpapers || Download paper | |
| 2025 | Chronologically Consistent Large Language Models. (2025). Wu, Jimmy ; Manela, Asaf ; Lv, Linying ; He, Songrun. In: Papers. RePEc:arx:papers:2502.21206. Full description at Econpapers || Download paper | |
| 2025 | Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566. Full description at Econpapers || Download paper | |
| 2025 | Semiparametric Dynamic Copula Models for Portfolio Optimization. (2025). Ghosh, Sujit K ; Pareek, Savita. In: Papers. RePEc:arx:papers:2504.12266. Full description at Econpapers || Download paper | |
| 2025 | Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios. (2025). Opdyke, JD. In: Papers. RePEc:arx:papers:2504.15268. Full description at Econpapers || Download paper | |
| 2025 | Identification and estimation of dynamic random coefficient models. (2025). Lee, Wooyong. In: Papers. RePEc:arx:papers:2505.01600. Full description at Econpapers || Download paper | |
| 2025 | A Nonparametric Test of Slutsky Symmetry. (2025). Sithole, Lonjezo ; Gunsilius, Florian. In: Papers. RePEc:arx:papers:2505.05603. Full description at Econpapers || Download paper | |
| 2025 | The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning. (2025). Wu, Yuhan ; Li, YU ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2505.07537. Full description at Econpapers || Download paper | |
| 2025 | Evaluating financial tail risk forecasts: Testing Equal Predictive Ability. (2025). Bauer, Lukas. In: Papers. RePEc:arx:papers:2505.23333. Full description at Econpapers || Download paper | |
| 2025 | Deep Learning Enhanced Multivariate GARCH. (2025). Liu, Chen ; Wang, Haoyuan ; Tran, Minh-Ngoc. In: Papers. RePEc:arx:papers:2506.02796. Full description at Econpapers || Download paper | |
| 2025 | Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong. In: Papers. RePEc:arx:papers:2507.01545. Full description at Econpapers || Download paper | |
| 2025 | End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning. (2025). Mantegna, Rosario ; Manolakis, Efstratios ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2507.01918. Full description at Econpapers || Download paper | |
| 2025 | A General Class of Model-Free Dense Precision Matrix Estimators. (2025). Agostino, Mehmet Caner. In: Papers. RePEc:arx:papers:2507.04663. Full description at Econpapers || Download paper | |
| 2025 | Time-Varying Factor-Augmented Models for Volatility Forecasting. (2025). Chen, Elynn ; Mo, Junyi ; Li, Jiayu ; Zhang, Duo. In: Papers. RePEc:arx:papers:2508.01880. Full description at Econpapers || Download paper | |
| 2025 | Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach. (2025). Lee, Yongjae ; Tae, Inwoo ; Kim, Juchan. In: Papers. RePEc:arx:papers:2508.10776. Full description at Econpapers || Download paper | |
| 2025 | Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986. Full description at Econpapers || Download paper | |
| 2025 | Dynamic Factor Models with Forward-Looking Views. (2025). Abdelhakmi, Anas. In: Papers. RePEc:arx:papers:2509.11528. Full description at Econpapers || Download paper | |
| 2025 | Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics. (2025). Casto, Gabriele. In: Papers. RePEc:arx:papers:2509.23533. Full description at Econpapers || Download paper | |
| 2025 | A Practitioners Guide to AI+ML in Portfolio Investing. (2025). Qingliang, Mehmet Caner. In: Papers. RePEc:arx:papers:2509.25456. Full description at Econpapers || Download paper | |
| 2025 | FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986. Full description at Econpapers || Download paper | |
| 2025 | Multi-Agent Regime-Conditioned Diffusion (MARCD) for CVaR-Constrained Portfolio Decisions. (2025). Alzahrani, Ali Atiah. In: Papers. RePEc:arx:papers:2510.10807. Full description at Econpapers || Download paper | |
| 2025 | RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets. (2025). Zhang, Yiyao ; Goel, Diksha ; Szabo, Claudia ; Ahmad, Hussain. In: Papers. RePEc:arx:papers:2510.14986. Full description at Econpapers || Download paper | |
| 2025 | Selection Confidence Sets for Equally Weighted Portfolios. (2025). Ferrari, Davide ; Fulci, Alessandro ; Paterlini, Sandra. In: Papers. RePEc:arx:papers:2510.14988. Full description at Econpapers || Download paper | |
| 2025 | Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications. (2025). Garcia-Medina, Andres. In: Papers. RePEc:arx:papers:2510.19130. Full description at Econpapers || Download paper | |
| 2025 | Measuring economic outlook in the news timely and efficiently. (2025). Rosenblatt-Wisch, Rina ; Beck, Elliot ; Eckert, Franziska ; Kuhne, Linus ; Liebert, Helge. In: Papers. RePEc:arx:papers:2511.04299. Full description at Econpapers || Download paper | |
| 2025 | Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction. (2025). Cho, So-Yoon ; Ban, Kayoung ; Kim, Jin-Young ; Koo, Hyeng Keun. In: Papers. RePEc:arx:papers:2511.07014. Full description at Econpapers || Download paper | |
| 2025 | Basis Immunity: Isotropy as a Regularizer for Uncertainty. (2025). Segonne, Florent. In: Papers. RePEc:arx:papers:2511.13334. Full description at Econpapers || Download paper | |
| 2025 | Nonparametric Uniform Inference in Binary Classification and Policy Values. (2025). Wan, Yuanyuan ; Sasaki, Yuya ; Liu, Yanbo. In: Papers. RePEc:arx:papers:2511.14700. Full description at Econpapers || Download paper | |
| 2025 | Portfolio Optimization via Transfer Learning. (2025). Wang, Kexin ; Zhang, Xiaomeng. In: Papers. RePEc:arx:papers:2511.21221. Full description at Econpapers || Download paper | |
| 2025 | Risk€“Return Efficiency in Emerging Dual Financial Markets: A Comparative Study of Markowitz Mean€“Variance and Sharpe Single-Index Portfolio Models in Malaysia. (2025). Nik, Nik Rozila ; Hadi, Muhammad Abd ; Hussain, Nordianah Jusoh ; Talib, Adi Hakim ; Ahmad, Nurul Ainun ; Zaki, Bushra Mohd. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:2934-2948. Full description at Econpapers || Download paper | |
| 2024 | Mobile phone network expansion and agricultural income: A panel study. (2024). Kraehnert, Kati ; Fluhrer, Svenja. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:54-85. Full description at Econpapers || Download paper | |
| 2024 | Reject or revise: Gender differences in persistence and publishing in economics. (2024). Shastry, Gauri ; Shurchkov, Olga. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:933-956. Full description at Econpapers || Download paper | |
| 2024 | Short seller monitoring and real earnings management. (2024). Tan, Yongxian ; Cai, Tianyu ; Guo, Lixiong. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:203-225. Full description at Econpapers || Download paper | |
| 2024 | A Multifactor Perspective on Volatility‐Managed Portfolios. (2024). Uppal, Raman ; Martnutrera, Alberto ; Demiguel, Victor. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3859-3891. Full description at Econpapers || Download paper | |
| 2024 | Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients. (2024). Parrella, Maria Lucia ; Niglio, Marcella ; Giordano, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:771-799. Full description at Econpapers || Download paper | |
| 2024 | Bootstrap prediction inference of nonlinear autoregressive models. (2024). Politis, Dimitris N ; Wu, Kejin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:800-822. Full description at Econpapers || Download paper | |
| 2025 | CALENDAR EFFECTS IN IRAQ STOCK EXCHANGE SECTOR RETURNS. (2025). Faez, Hasan Mohammed. In: Revista Economica. RePEc:blg:reveco:v:77:y:2025:i:2:p:7-34. Full description at Econpapers || Download paper | |
| 2024 | In the Eye of the Storm: The Disrupted Career Paths of Young People in the Wake of COVID-19. (2024). Moulin, Leonard ; Leonard, Moulin ; Sabina, Issehnane. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:24:y:2024:i:2:p:565-596:n:11. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Hypothesis Testing in Econometrics In: Annual Review of Economics. [Full Text][Citation analysis] | article | 85 |
| 2009 | Hypothesis testing in econometrics.(2009) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
| 2005 | Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 304 |
| 2003 | Exact and approximate stepdown methods for multiple hypothesis testing.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 304 | paper | |
| 2000 | Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 36 |
| 2015 | Stepwise Multiple Testing as Formalized Data Snooping In: Working Papers. [Full Text][Citation analysis] | paper | 604 |
| 2005 | Stepwise Multiple Testing as Formalized Data Snooping.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 604 | article | |
| 2003 | Stepwise multiple testing as formalized data snooping.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 604 | paper | |
| 2015 | Honey, I Shrunk the Sample Covariance Matrix In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2003 | Honey, I shrunk the sample covariance matrix.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2007 | Avoiding ‘data snooping’ in multilevel and mixed effects models In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 4 |
| 2005 | Avoiding Data Snooping in Multilevel and Mixed Effects Models.(2005) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Inference for Autocorrelations in the Possible Presence of a Unit Root In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 2011 | Consonance and the Closure Method in Multiple Testing In: The International Journal of Biostatistics. [Full Text][Citation analysis] | article | 10 |
| 2009 | Consonance and the closure method in multiple testing.(2009) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1999 | Flexible Multivariate GARCH Modeling With an Application to International Stock Markets In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 142 |
| 2003 | Flexible Multivariate GARCH Modeling with an Application to International Stock Markets.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | article | |
| 2001 | Flexible multivariate GARCH modeling with an application to international stock markets.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
| 2000 | A well conditioned estimator for large dimensional covariance matrices In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 502 |
| 2004 | A well-conditioned estimator for large-dimensional covariance matrices.(2004) In: Journal of Multivariate Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 502 | article | |
| 2000 | Improved estimation of the covariance matrix of stock returns with an application to portfolio selection In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 567 |
| 2003 | Improved estimation of the covariance matrix of stock returns with an application to portfolio selection.(2003) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 567 | article | |
| 2001 | Improved estimation of the covariance matrix of stock returns with an application to portofolio selection.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 567 | paper | |
| 2000 | Subsampling inference in cube root asymptotics with an application to manskis maximum score estimator In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 59 |
| 2001 | Subsampling inference in cube root asymptotics with an application to Manskis maximum score estimator.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
| 1998 | Subsampling confidence intervals for the autoregressive root In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 3 |
| 1998 | Finite sample nonparametric inference and large sample efficiency In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1999 | On the asymptotic theory of subsampling In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 17 |
| 1999 | Subsampling, symmetrization, and robust interpolation In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Subsampling intervals in autoregressive models with linear time trend In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 57 |
| 2001 | Subsampling Intervals in Autoregressive Models with Linear Time Trend..(2001) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
| 2001 | Improved nonparametric confidence intervals in time series regressions In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Improved nonparametric confidence intervals in time series regressions.(2002) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2006 | Improved Nonparametric Confidence Intervals in Time Series Regressions.(2006) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2001 | Explicit nonparametric confidence intervals for the variance with guaranteed coverage In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2008 | FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES In: Econometric Theory. [Full Text][Citation analysis] | article | 81 |
| 2005 | Formalized Data Snooping Based on Generalized Error Rates.(2005) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
| 2005 | Subsampling inference in threshold autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 69 |
| 2001 | Subsampling inference in threshold autoregressive models.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2017 | Resurrecting weighted least squares In: Journal of Econometrics. [Full Text][Citation analysis] | article | 41 |
| 2014 | Resurrecting weighted least squares.(2014) In: ECON - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 1997 | Subsampling for heteroskedastic time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
| 2008 | Robust performance hypothesis testing with the Sharpe ratio In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 427 |
| 2008 | Robust Performance Hypothesis Testing with the Sharpe Ratio.(2008) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 427 | paper | |
| 2015 | Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 52 |
| 2013 | Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions.(2013) In: ECON - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2016 | Efficient computation of adjusted p-values for resampling-based stepdown multiple testing In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 221 |
| 2016 | Efficient computation of adjusted p-values for resampling-based stepdown multiple testing.(2016) In: ECON - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 221 | paper | |
| 2000 | A more general central limit theorem for m-dependent random variables with unbounded m In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 22 |
| 2009 | Optimal testing of multiple hypotheses with common effect direction In: Biometrika. [Full Text][Citation analysis] | article | 8 |
| 2008 | Optimal testing of multiple hypotheses with common effect direction.(2008) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2010 | multiple testing In: The New Palgrave Dictionary of Economics. [Full Text][Citation analysis] | chapter | 9 |
| 2025 | Forecasting inflation with the hedged random forest In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Control of the false discovery rate under dependence using the bootstrap and subsampling In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 35 |
| 2008 | Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling.(2008) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2008 | Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 29 |
| 2020 | The Romano–Wolf multiple-hypothesis correction in Stata In: Stata Journal. [Full Text][Citation analysis] | article | 176 |
| 2001 | Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Subsampling the mean of heavy-tailed dependent observations In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A Practical Two‐Step Method for Testing Moment Inequalities In: Econometrica. [Full Text][Citation analysis] | article | 96 |
| 2014 | A practical two-step method for testing moment inequalities.(2014) In: ECON - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
| 2013 | Testing for monotonicity in expected asset returns In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Bootstrap joint prediction regions In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2013 | A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Optimal estimation of a large-dimensional covariance matrix under Stein’s loss In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Numerical implementation of the QuEST function In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2017 | Large dynamic covariance matrices In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 127 |
| 2017 | Improving weighted least squares inference In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Balanced bootstrap joint confidence bands for structural impulse response functions In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2017 | Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Analytical nonlinear shrinkage of large-dimensional covariance matrices In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Factor models for portfolio selection in large dimensions: the good, the better and the ugly In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2018 | Robust performance hypothesis testing with smooth functions of population moments In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | The power of (non-)linear shrinking: a review and guide to covariance matrix estimation In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2020 | Shrinkage estimation of large covariance matrices: keep it simple, statistician? In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Quadratic shrinkage for large covariance matrices In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Large dynamic covariance matrices: enhancements based on intraday data In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2024 | Markowitz portfolios under transaction costs In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Single-firm inference in event studies via the permutation test In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Improved inference in financial factor models In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | A novel estimator of earths curvature (allowing for inference as well) In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
| Control of Generalized Error Rates in Multiple Testing In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 32 | |
| 2006 | Resampling vs. Shrinkage for Benchmarked Managers In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Balanced Control of Generalized Error Rates In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Fund-of-funds construction by statistical multiple testing methods In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Nonlinear shrinkage estimation of large-dimensional covariance matrices In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Robust performance hypothesis testing with the variance In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 0 |
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