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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
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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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High dimensional semiparametric moment restriction models
Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2017
Persistent link: https://www.econbiz.de/10011782253
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The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom; Linton, Oliver - 2018
Persistent link: https://www.econbiz.de/10012583380
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High dimensional semiparametric moment restriction models
Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2018
Persistent link: https://www.econbiz.de/10012583637
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A remedi for microstructure noise
Li, Z. Merrick; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10012692260
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Testing stochastic dominance with many conditioning variables
Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10012793096
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A dynamic semiparametric characteristics-based model for optimal portfolio selection
Connor, Gregory; Li, Shaoran; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10013254142
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GMM estimation for high-dimensional panel data models
Cheng, Tingting; Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013484930