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Large dynamic covariance matrices: enhancements based on intraday data

Subjects: Department of Economics; 330 Economics; Dynamic conditional correlations

  • Source: De Nard, Gianluca; Engle, Robert F; Ledoit, Olivier; Wolf, Michael (2022). Large dynamic covariance matrices: enhancements based on intraday data. Working paper series / Department of Economics 356,

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The power of (non-)linear shrinking: a review and guide to covariance matrix estimation

Subjects: Department of Economics; 330 Economics; Dynamic conditional correlations

  • Source: Ledoit, Olivier; Wolf, Michael (2020). The power of (non-)linear shrinking: a review and guide to covariance matrix estimation. Working paper series / Department of Economics 323, University of

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Factor models for portfolio selection in large dimensions: the good, the better and the ugly

Subjects: Department of Economics; 330 Economics; Dynamic conditional correlations

  • Source: De Nard, Gianluca; Ledoit, Olivier; Wolf, Michael (2018). Factor models for portfolio selection in large dimensions: the good, the better and the ugly. Working paper series / Department of Economics

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Efficient sorting: a more powerful test for cross-sectional anomalies

Subjects: Department of Economics; 330 Economics; Cross-section of returns

  • Source: Ledoit, Olivier; Wolf, Michael; Zhao, Zhao (2018). Efficient sorting: a more powerful test for cross-sectional anomalies. Working paper series / Department of Economics 238, University of Zurich.

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Report

Large dynamic covariance matrices

Subjects: Department of Economics; 330 Economics; Composite likelihood

  • Source: Engle, Robert F; Ledoit, Olivier; Wolf, Michael (2017). Large dynamic covariance matrices. Working paper series / Department of Economics 231, University of Zurich.

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Academic Journal

Genotypic variation and the role of defensive endosymbionts in all-parthenogenetic host-parasitoid interaction

Subjects: Institute of Evolutionary Biology and Environmental Studies; 570 Life sciences; biology

  • Source: Vorburger, Christoph; Sandrock, Christoph; Gouskov, Alexandre; Castaneda, Luis E; Ferrari, Julia (2009). Genotypic variation and the role of defensive endosymbionts in all-parthenogenetic

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Academic Journal

Genetic variation and covariation of aphid life-history traits across unrelated host plants

Subjects: Institute of Evolutionary Biology and Environmental Studies; 570 Life sciences; biology

  • Source: Vorburger, C; Ramsauer, N (2008). Genetic variation and covariation of aphid life-history traits across unrelated host plants. Bulletin of Entomological Research, 98(6):543-553.

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Academic Journal

Genetic variation and covariation of susceptibility to parasitoids in the aphid Myzus persicae: no evidence for trade-offs

Subjects: Institute of Evolutionary Biology and Environmental Studies; 570 Life sciences; biology

  • Source: Von Burg, S; Ferrari, J; Müller, C B; Vorburger, C (2008). Genetic variation and covariation of susceptibility to parasitoids in the aphid Myzus persicae: no evidence for trade-offs. Proceedings of

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