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Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
Park, Sujin; Linton, Oliver - 2012
Persistent link: https://www.econbiz.de/10009552168
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Consistent estimation of the risk-return tradeoff in the presence of measurement error
Ghosh, Anisha (contributor); Linton, Oliver (contributor) - 2007
Persistent link: https://www.econbiz.de/10003616363
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory (contributor); Hagmann, Matthias (contributor) - 2007
Persistent link: https://www.econbiz.de/10003576859
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Evaluating hedge fund performance : a stochastic dominance approach
Li, Sheng (contributor); Linton, Oliver (contributor) - 2007
Persistent link: https://www.econbiz.de/10003519985
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Are there Monday effects in stock returns : a stochastic dominance approach
Cho, Young-Hyun (contributor); Linton, Oliver (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003388972