Narrow search
Showing 1 - 10 of 52
Cover Image
Semiparametric and nonparametric ARCH modeling
Linton, Oliver - In: Handbook of financial time series, (pp. 157-167). 2009
Persistent link: https://www.econbiz.de/10003833925
Cover Image
The shape of the risk premium : evidence from a semiparametric GARCH model
Linton, Oliver; Perron, Benoit - 1999
Persistent link: https://www.econbiz.de/10001504846
Cover Image
A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - 2000
Persistent link: https://www.econbiz.de/10001531783
Cover Image
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
Cover Image
Estimating semiparametric arch (∞) models by kernel smoothing methods
Linton, Oliver; Mammen, Enno - 2003
Persistent link: https://www.econbiz.de/10001759685
Cover Image
A local instrumental variable estimation method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - 2003
Persistent link: https://www.econbiz.de/10001767194
Cover Image
The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
Linton, Oliver; Perron, Benoit - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 354-367
Persistent link: https://www.econbiz.de/10001785807
Cover Image
A local instrumental variable estimation method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002815384
Cover Image
Estimating semiparametric ARCH models by kernel smoothing methods
Mammen, Enno; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002815397
Cover Image
The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002815578