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Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics
Jeffrey, Andrew - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 619
Persistent link: https://www.econbiz.de/10006709329
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Structural changes in Australian bank risk
Dennis, Steven A.; Jeffrey, Andrew - In: Journal of international financial markets, … 12 (2002) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10007111130
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Theory and Methods - Semiparametric Regression Analysis With Missing Response at Random
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 99 (2004) 466, pp. 334-345
Persistent link: https://www.econbiz.de/10006609898
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Local nonlinear least squares: Using parametric information in nonparametric regression
Gozalo, Pedro; Linton, Oliver - In: Journal of econometrics 99 (2000) 1, pp. 63-106
Persistent link: https://www.econbiz.de/10006779205
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10006785955
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Second Order Approximation in the Partially Linear Kegression Model
Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1079-1112
Persistent link: https://www.econbiz.de/10006797599
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10006757763
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On the distribution of the sample autocorrelation coefficients
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - In: Journal of econometrics 154 (2010) 2, pp. 101-122
Persistent link: https://www.econbiz.de/10008350267
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Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze; Linton, Oliver - In: Journal of econometrics 147 (2008) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10008143205
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Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.; Linton, Oliver - In: Journal of econometrics 159 (2010) 1, pp. 55-74
Persistent link: https://www.econbiz.de/10008455136