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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
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2022
Persistent link: https://www.econbiz.de/10013486082
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2
Non-standard errors
Menkveld, Albert J.
;
Holzmeister, Felix
;
Johannesson, Magnus
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2021
Persistent link: https://www.econbiz.de/10013262857
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3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
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2022
Persistent link: https://www.econbiz.de/10013263369
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4
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
Saved in:
5
GMM estimation for high-dimensional panel data models
Cheng, Tingting
;
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013484930
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6
A structural dynamic factor model for daily global stock market returns
Linton, Oliver
;
Tang, Haihan
;
Wu, Jianbin
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2022
Persistent link: https://www.econbiz.de/10013484988
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7
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
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2022
Persistent link: https://www.econbiz.de/10013484997
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8
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
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2022
Persistent link: https://www.econbiz.de/10013485021
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9
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
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2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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