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Cross-sectional dependence in idiosyncratic volatility
Kalnina, Ilze; Tewou, Kokouvi - 2015
Persistent link: https://www.econbiz.de/10011404552
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Semiparametric and nonparametric ARCH modeling
Linton, Oliver - In: Handbook of financial time series, (pp. 157-167). 2009
Persistent link: https://www.econbiz.de/10003833925
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Nonparametric factor analysis of time series
Rodríguez Poo, Juan Manuel; Linton, Oliver - 1998
Persistent link: https://www.econbiz.de/10000995833
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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
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Adaptive estimation in ARCH models
Linton, Oliver - In: Econometric theory 9 (1993) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
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Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew; Linton, Oliver; Nguyen, Thong - 2001
Persistent link: https://www.econbiz.de/10001599301
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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
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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
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Nonparametric inference for unbalanced time series data
Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002034286
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A quantilogram approach to evaluating directional predictability
Linton, Oliver; Whang, Yoon-jae - 2003
Persistent link: https://www.econbiz.de/10001847102