Narrow search
Showing 1 - 10 of 18
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 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
A remedi for microstructure noise
Li, Z. Merrick; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10012692260
Cover Image
High dimensional semiparametric moment restriction models
Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2018
Persistent link: https://www.econbiz.de/10012672269
Cover Image
Testing for time stochastic dominance
Lee, Kyungho; Linton, Oliver; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10013253442
Cover Image
A dynamic semiparametric characteristics-based model for optimal portfolio selection
Connor, Gregory; Li, Shaoran; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10013254142
Cover Image
Dynamic peer groups of arbitrage characteristics
Ge, Shuyi; Li, Shaoran; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10013205408
Cover Image
Consistent testing for an implication of supermodular dominance
Chung, Danbi; Linton, Oliver; Whang, Yoon-jae - 2021
Persistent link: https://www.econbiz.de/10013257478
Cover Image
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - 2019
Persistent link: https://www.econbiz.de/10012697699
Cover Image
Testing stochastic dominance with many conditioning variables
Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10012793096