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The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
Linton, Oliver; Perron, Benoit - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 354-367
Persistent link: https://www.econbiz.de/10001785807
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 150-160
Persistent link: https://www.econbiz.de/10009159097
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The Shape of the Risk Premium: Evidence From a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model
Linton, Oliver; Perron, Benoit - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 354-367
Persistent link: https://www.econbiz.de/10008215397
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Evaluating Value-at-Risk Models via Quantile Regression
Piazza Gaglianone, Wagner; Renato Lima, Luiz; Linton, Oliver - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10008817708
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A unified framework for specification tests of continuous treatment effect models
Huang, Wei; Linton, Oliver; Zhang, Zheng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1817-1830
Persistent link: https://www.econbiz.de/10013540521