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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Egger, Peter"
~person:"Gupta, Rangan"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Härdle, Wolfgang"
~person:"Jenkins, Stephen"
~person:"Linton, Oliver"
~person:"Nunnenkamp, Peter"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"Schätzung"
~subject:"United Kingdom"
~subject:"Ökonometrisches Modell"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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ARCH-Modell
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Egger, Peter
Gupta, Rangan
Heckman, James J.
Herwartz, Helmut
Härdle, Wolfgang
Jenkins, Stephen
Linton, Oliver
Nunnenkamp, Peter
Timmermann, Allan
3
Board, John L. G.
2
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1
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1
Gregory, Alan
1
Henry, Mark S.
1
Hodgson, Douglas J.
1
Hoffmann-Burchadi, Ulrike
1
Kim, Woocheol
1
Koopman, Siem Jan
1
Lai, Hung-neng
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Luttmer, Erzo Gerrit Jan
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Discussion paper series / LSE Financial Markets Group
SFB 649 discussion paper
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Department of Economics working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Cahier / Département de Sciences Économiques, Université de Montréal
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A local instrumental variable estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815384
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2
Estimating semiparametric ARCH models by kernel smoothing methods
Mammen, Enno
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815397
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3
The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815578
Saved in:
4
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
-
2001
Persistent link: https://www.econbiz.de/10001592532
Saved in:
5
Is there chaos in the
world
economy? : A nonparametric test using consistent standard errors
Linton, Oliver
;
Shintani, Mototsugu
-
2001
Persistent link: https://www.econbiz.de/10001592534
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