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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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The live method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - In: Econometric theory 20 (2004) 6, pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
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A local instrumental variable estimation method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - 2003
Persistent link: https://www.econbiz.de/10001767194
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A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - 2000
Persistent link: https://www.econbiz.de/10001531783
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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/10003783783
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The common and specific components of dynamic volatility
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver - In: Journal of econometrics 132 (2006) 1, pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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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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Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.; Linton, Oliver - In: Journal of econometrics 159 (2010) 1, pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
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Consistent estimation of the risk-return tradeoff in the presence of measurement error
Ghosh, Anisha (contributor); Linton, Oliver (contributor) - 2007
Persistent link: https://www.econbiz.de/10003616363
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Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932