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Semiparametric and nonparametric ARCH modeling
Linton, Oliver - In: Handbook of financial time series, (pp. 157-167). 2009
Persistent link: https://www.econbiz.de/10003833925
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Nonparametric inference for unbalanced time series data
Linton, Oliver - In: Econometric theory 21 (2005) 1, pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
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Nonparametric inference for unbalanced time series data
Linton, Oliver (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024185
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Nonparametric inference for unbalanced time series data
Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002034286
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Adaptive estimation in ARCH models
Linton, Oliver - In: Econometric theory 9 (1993) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
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Semiparametric estimation of locally stationary diffusion models
Koo, Bonsoo; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008649301
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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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Nonparametric transpormation to white noise
Linton, Oliver; Mammen, Enno - In: Journal of econometrics 142 (2008) 1, pp. 241-264
Persistent link: https://www.econbiz.de/10003608181
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The quantilogram : with an application to evaluating directional predictability
Linton, Oliver; Whang, Yoon-jae - In: Journal of econometrics 141 (2007) 1, pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
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Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10003875342