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Why is consumption more log normal than income? : Gibrat's law revisited
Battistin, Erich (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003503882
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Simple nonparametric estimators for the bid-ask spread in the role model
Safronov, Mikhail; Linton, Oliver; Schneeberger, Stefan - 2016
Persistent link: https://www.econbiz.de/10011455993
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A remedi for microstructure noise
Li, Z. Merrick; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10012692260
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning; Chen, Jia; Linton, Oliver - 2021
Persistent link: https://www.econbiz.de/10013259517
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Robust estimation of integrated volatility
Li, Zhen; Linton, Oliver - 2021
Persistent link: https://www.econbiz.de/10013206057