Narrow search
Showing 1 - 10 of 83
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
Adaptive estimation in ARCH models
Linton, Oliver - In: Econometric theory 9 (1993) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
Cover Image
Nonparametric inference for unbalanced time series data
Linton, Oliver - In: Econometric theory 21 (2005) 1, pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
Cover Image
Nonparametric inference for unbalanced time series data
Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002034286
Cover Image
Nonparametric inference for unbalanced time series data
Linton, Oliver (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024185
Cover Image
Nonparametric factor analysis of time series
Rodríguez Poo, Juan Manuel; Linton, Oliver - 1998
Persistent link: https://www.econbiz.de/10000995833
Cover Image
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
Cover Image
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew; Linton, Oliver; Nguyen, Thong - 2001
Persistent link: https://www.econbiz.de/10001599301
Cover Image
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie; Linton, Oliver; Carroll, Raymond J.; … - 2002
Persistent link: https://www.econbiz.de/10001686083
Cover Image
A quantilogram approach to evaluating directional predictability
Linton, Oliver; Whang, Yoon-jae - 2003
Persistent link: https://www.econbiz.de/10001847102