Michael Wolf

机构：Zurich University of Applied Sciences in Business Administration, University of Zurich · ORCID：0000-0003-0259-9945

发表论文 313 篇 · 总被引 33253 次 · h-index 64

代表论文

• The Romano–Wolf multiple-hypothesis correction in Stata (2020 · The Stata Journal Promoting communications on statistics and Stata · 被引 273)
• Analytical nonlinear shrinkage of large-dimensional covariance matrices (2020 · The Annals of Statistics · 被引 202)
• Robust Adaptive Acoustic Vector Sensor Beamforming Using Automated Diagonal Loading (2022 · RePEc: Research Papers in Economics · 被引 144)
• Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly (2018 · Journal of Financial Econometrics · 被引 111)
• Nonstandard Errors (2024 · The Journal of Finance · 被引 103)
• Quadratic shrinkage for large covariance matrices (2022 · Bernoulli · 被引 86)