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Consistent testing for stochastic dominance under general subsampling schemes
Whang, Yoon-jae; Maasoumi, Esfandiar; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002585203
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Consistent testing for stochastic dominance : a subsampling approach
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-jae - 2002
Persistent link: https://www.econbiz.de/10001650867
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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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Estimating semiparametric ARCH models by kernel smoothing methods
Mammen, Enno; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002815397
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Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew; Nguyen, Thong; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002815407
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The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002815578
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Yield curve estimation by kernel smoothing
Taanggard, Carsten; Nielsen, Jens Perch; Mammen, Enno; … - 2004
Persistent link: https://www.econbiz.de/10002815595
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A GARCH model of the implied volatility of the Swiss market index from options prices
Linton, Oliver; Sabbatini, Michael - 2004
Persistent link: https://www.econbiz.de/10002815616
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Estimation of linear regression models from bid-ask data by a spread-tolerant estimator
Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002821818
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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