Michael Wolf
Universität Zürich
H-index: 40
Europe-Switzerland
Top articles of Michael Wolf
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A novel estimator of Earth’s curvature (Allowing for inference as well). | Annals of Applied Statistics | David Richard Bell Olivier Ledoit Michael Wolf | 2024 |
Improved inference in financial factor models | International Review of Economics and Finance | Elliot Beck Gianluca De Nard Michael Wolf | 2023 |
R-NL: Covariance matrix estimation for elliptical distributions based on nonlinear shrinkage | IEEE Transactions on Signal Processing | S. Hediger J. Näf M. Wolf | 2023 |
The power of (non-)linear shrinking: A review and guide to covariance matrix estimation | Journal of Financial Econometrics | Olivier Ledoit Michael Wolf | 2022 |
Large dynamic covariance matrices: Enhancements based on intraday data | Journal of Banking and Finance | Gianluca De Nard Robert Engle Olivier Ledoit Michael Wolf | 2022 |
Quadratic shrinkage for large covariance matrices | Bernoulli | Olivier Ledoit Michael Wolf | 2022 |
Shrinkage estimation of large covariance matrices: Keep it simple, statistician? | arXiv preprint arXiv:1809.08024 | Harry Gray Gwenaël GR Leday Catalina A Vallejos Sylvia Richardson | 2018/9/21 |
The Romano–Wolf multiple-hypothesis correction in Stata | The Stata Journal | Damian Clarke Joseph P Romano Michael Wolf | 2020 |
Analytical nonlinear shrinkage estimation of large-dimensional covariance matrices | Annals of Statistics | O. Ledoit M. Wolf | 2020 |
Co-Authors
