Professor Michael Wolf

Michael Wolf is a Professor of Econometrics and Applied Statistics at the University of Zurich, and holds a Ph.D. in Statistics from Stanford University. Before joining the University of Zurich's Department of Economics, he held positions at the University of California, Los Angeles (UCLA), Universidad Carlos III de Madrid, and Universitat Pompeu Fabra in Barcelona.

His research interests include resampling-based inference, multiple testing methods, the estimation of large-dimensional covariance matrices, and financial econometrics. His work has been published in leading journals such as The Annals of Statistics, Biometrika, Econometrica, Journal of the American Statistical Association, and The Review of Financial Studies.