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Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver; Pan, Jiazhu; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
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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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Nonparametric estimation of a polarization measure
Anderson, Gordon; Linton, Oliver; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003971801
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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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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003971853
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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