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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971702
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Estimation of tail thickness parameters from GJR-GARCH models
Iglesias, Emma M.; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971807
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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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Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver - In: Journal of econometrics 156 (2010) 2, pp. 392-407
Persistent link: https://www.econbiz.de/10008648803
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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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Semiparametric estimation of Markov decision processes with continuous state space
Srisuma, Sorawoot; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008649305
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Local linear fitting under near epoch dependence : uniform consistency with convergence rate
Li, Degui; Lu, Zu-di; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008649308
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A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev; Linton, Oliver; Xiao, Zhijie - 2010
Persistent link: https://www.econbiz.de/10008737919
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008798843
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Multivariate density estimation using dimension reducing information and tail flattening transformations
Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; … - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10008839753