| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 63 | 2024 |
| On the use of random forest for two-sample testing S Hediger, L Michel, J Näf Computational Statistics & Data Analysis 170, 107435, 2022 | 46 | 2022 |
| Subsampled factor models for asset pricing: The rise of Vasa G De Nard, S Hediger, M Leippold Journal of Forecasting 41 (6), 1217-1247, 2022 | 15 | 2022 |
| The effect of a strict facial-mask policy on the spread of COVID-19 in Switzerland during the early phase of the pandemic E Nussli, S Hediger, ML Spohn, MH Maathuis Swiss Journal of Economics and Statistics 160 (1), 2, 2024 | 3 | 2024 |
| Heterogeneous tail generalized common factor modeling S Hediger, J Näf, MS Paolella, P Polak Swiss Finance Institute Research Paper, 2021 | 3 | 2021 |
| Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns S Hediger, J Näf Journal of Empirical Finance 77, 101489, 2024 | 2 | 2024 |
| Heterogeneous tail generalized common factor modeling S Hediger, J Näf, MS Paolella, P Polak Digital Finance 5 (2), 389-420, 2023 | 2 | 2023 |
| Shrinking in COMFORT S Hediger, J Näf SSRN, 2022 | 2 | 2022 |
| R-NL: covariance matrix estimation for elliptical distributions based on nonlinear shrinkage S Hediger, J Näf, M Wolf ArXiv. org, 2023 | | 2023 |
| R-NL: Covariance Matrix Estimation for Elliptical Distributions Based on Nonlinear Shrinkage S Hediger, J Näf, M Wolf IEEE Transactions on Signal Processing 71, 1657-1668, 2023 | | 2023 |
| New methods for testing, prediction, and estimation with applications to finance S Hediger University of Zurich, 2022 | | 2022 |
Jeffrey NäfPostdoc, Inria在 inria.fr 的电子邮件经过验证
