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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Linton, Oliver"
~subject:"CAPM"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"USA"
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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
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Linton, Oliver
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2022
Persistent link: https://www.econbiz.de/10013486082
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
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2019
Persistent link: https://www.econbiz.de/10012692312
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3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
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2019
Persistent link: https://www.econbiz.de/10012698837
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4
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
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2004
Persistent link: https://www.econbiz.de/10001961584
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