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Consistent estimation of the risk-return tradeoff in the presence of measurement error
Ghosh, Anisha; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971927
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Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
Linton, Oliver (contributor); Song, Kyungchul (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003805782
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Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375854
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Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375855
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Estimating features of a distribution from binomial data
Lewbel, Arthur (contributor); Linton, Oliver (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375857
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Semiparametric estimation of a characteristic-based facto model of common stock returns
Connor, Gregory (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375920
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971702
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Nonparametric estimation of a polarization measure
Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003971801
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Estimation of tail thickness parameters from GJR-GARCH models
Iglesias, Emma M.; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971807
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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003971853