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Infinitesimal Robustness for Diffusions
La Vecchia, Davide; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 703-713
Persistent link: https://www.econbiz.de/10008452546
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Realizing smiles: Options pricing with realized volatility
Corsi, Fulvio; Fusari, Nicola; La Vecchia, Davide - In: Journal of financial economics 107 (2013) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10010071652
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Estimation of semiparametric locally stationary diffusion models
Koo, Bonsoo; Linton, Oliver - In: Journal of econometrics 170 (2012) 1, pp. 210-234
Persistent link: https://www.econbiz.de/10009996213
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Theory and Methods - More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
Xiao, Zhijie; Linton, Oliver B.; Carroll, Raymond J.; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 980-992
Persistent link: https://www.econbiz.de/10006611362
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Theory and Methods - Comment - Quantile Autoregression
Hafner, Christian M.; Linton, Oliver B. - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 998-1000
Persistent link: https://www.econbiz.de/10007292903
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An Analysis of Transformations for Additive Nonparametric Regression
Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Hardle, … - In: Journal of the American Statistical Association : JASA 92 (1997) 440, pp. 1512-1521
Persistent link: https://www.econbiz.de/10006629778
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Review 2
Linton, Oliver B. - In: The economic journal : the journal of the Royal … 119 (2009) 538, pp. F410
Persistent link: https://www.econbiz.de/10008257624
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Nonparametric transformation to white noise
Linton, Oliver B.; Mammen, Enno - In: Journal of econometrics 142 (2008) 1, pp. 241-264
Persistent link: https://www.econbiz.de/10007894511
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems
Berry, Steve; Linton, Oliver B.; Pakes, Ariel - In: The review of economic studies 71 (2004) 248, pp. 613-654
Persistent link: https://www.econbiz.de/10007647982