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The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - 2018
Persistent link: https://www.econbiz.de/10012671331
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Testing stochastic dominance with many conditioning variables
Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10012793096
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Testing for time stochastic dominance
Lee, Kyungho; Linton, Oliver; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10013253442
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On unit free assessment of the extent of multilateral distributional variation
Anderson, Gordon; Linton, Oliver; Pittau, Maria Grazia; … - 2020
Persistent link: https://www.econbiz.de/10013253469
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Consistent testing for an implication of supermodular dominance
Chung, Danbi; Linton, Oliver; Whang, Yoon-jae - 2021
Persistent link: https://www.econbiz.de/10013257478
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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013486082
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Auditing the auditors : an evaluation of the REF2021 output results
Linton, Oliver; Xu, Emily - 2022
Persistent link: https://www.econbiz.de/10013486119
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Non-standard errors
Menkveld, Albert J.; Holzmeister, Felix; Johannesson, Magnus - 2021
Persistent link: https://www.econbiz.de/10013262857
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2022
Persistent link: https://www.econbiz.de/10013263369
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun; Li, Degui; Linton, Oliver; Wang, Hanchao - 2022 - This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439