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Browsing Recerca: working papers, PFC, etc. by Author "Wolf, Michael"

Now showing documents 1-9 of 9

Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing

Romano, Joseph P.; Wolf, Michael (2005)
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets

Ledoit, Olivier; Santa-Clara, Pedro; Wolf, Michael (2005)
Honey, I Shrunk the Sample Covariance Matrix

Ledoit, Olivier; Wolf, Michael (2005)
Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portofolio Selection

Ledoit, Olivier; Wolf, Michael (2005)
Improved Nonparametric Confidence Intervals in Time Series Regressions

Romano, Joseph P.; Wolf, Michael (2005)
Some Hypothesis Tests for the Covariance Matrix when the Dimension is Large Compared to the Sample Size

Ledoit, Olivier; Wolf, Michael (2005)
Stepwise Multiple Testing as Formalized Data Snooping

Romano, Joseph P.; Wolf, Michael (2005)
Subsampling Inference in Threshold Autoregressive Models

Gonzalo, Jesús; Wolf, Michael (2005)
Subsampling the Mean of Heavy-tailed Dependent Observations

Kokoszka, Piotr; Wolf, Michael (2005)

Now showing documents 1-9 of 9

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