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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
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Nonparametric Regression with...
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Nichtparametrisches Verfahren
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Cambridge working papers in economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
CEMMAP working papers / Centre for Microdata Methods and Practice
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Additive intensity regression models in corporate default analysis
Lando, David
;
Medhat, Mamdouh
;
Nielsen, Mads Stenbo
; …
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
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2
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
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3
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
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4
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
-
2018
Persistent link: https://www.econbiz.de/10012671331
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5
When will the Covid-19 pandemic peak?
Li, Shaoran
;
Linton, Oliver
-
2020
-
updated 16th July 2020
Persistent link: https://www.econbiz.de/10013190700
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6
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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7
The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10012667074
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8
An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 173-222
Persistent link: https://www.econbiz.de/10011987413
Saved in:
9
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
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10
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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