Narrow search
Showing 1 - 10 of 49
Cover Image
An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - 2015
Persistent link: https://www.econbiz.de/10011455529
Cover Image
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - 2015
Persistent link: https://www.econbiz.de/10011455563
Cover Image
Simple nonparametric estimators for the bid-ask spread in the role model
Safronov, Mikhail; Linton, Oliver; Schneeberger, Stefan - 2016
Persistent link: https://www.econbiz.de/10011455993
Cover Image
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.; Linton, Oliver; Tang, Haihan - 2016
Persistent link: https://www.econbiz.de/10011565160
Cover Image
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew; Kristensen, Dennis; Linton, Oliver; … - In: Journal of financial econometrics : official journal of … 2 (2004) 2, pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Cover Image
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver; Shiu, Ji-Liang - 2019
Persistent link: https://www.econbiz.de/10012692254
Cover Image
A remedi for microstructure noise
Li, Z. Merrick; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10012692260
Cover Image
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - 2019
Persistent link: https://www.econbiz.de/10012692312
Cover Image
A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver; Wu, Jianbin - 2018
Persistent link: https://www.econbiz.de/10012671142
Cover Image
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian; Linton, Oliver; Tang, Haihan - 2018
Persistent link: https://www.econbiz.de/10012671159