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The shape of the risk premium : evidence from a semiparametric GARCH model
Linton, Oliver; Perron, Benoit - 1999
Persistent link: https://www.econbiz.de/10001504846
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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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Yield curve estimation by kernel smoothing methods
Linton, Oliver (contributor) - 1999
Persistent link: https://www.econbiz.de/10001453868
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Yield curve estimation by kernel smoothing methods
Linton, Oliver (contributor) - 1999
Persistent link: https://www.econbiz.de/10001456584
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Estimating yield curves by Kernel smoothing methods
Linton, Oliver (contributor) - 1999
Persistent link: https://www.econbiz.de/10001424097
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Semiparametric estimation of a characteristic-based factor model of stock returns
Connor, Gregory; Linton, Oliver - 2000
Persistent link: https://www.econbiz.de/10001474499
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Adaptive testing in ARCH models
Linton, Oliver; Steigerwald, Douglas G. - In: Econometric reviews 19 (2000) 2, pp. 145-174
Persistent link: https://www.econbiz.de/10001483693
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Nonparametric estimation with aggregated data
Linton, Oliver; Whang, Yoon-jae - 2000
Persistent link: https://www.econbiz.de/10001492695
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Some higher order theory for a consistent nonparametric model specification test
Fan, Yanqin; Linton, Oliver - 1997
Persistent link: https://www.econbiz.de/10000974397
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Edgeworth approximation in semiparametric regression models
Linton, Oliver - 1991
Persistent link: https://www.econbiz.de/10000868194