Oliver B. Linton
29 published titles
Limit theorems for estimating the parameters of differentiated product demand systems
(Contributor)
1 edition
- STICERD, Suntory Centre
- 2000
- Details
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
(Contributor)
1 edition
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2002
- Details
Consistent testing for stochastic dominance : a subsampling approach
1 edition
- ISBN: 0969436661
- Suntory & Toyota International Centre for Economics & Related Disciplines
- 2002
- Details
A local instrumental variable estimation method for generalized additive volatility models
(Contributor)
2 editions
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2003
- Details
- Financial Markets Group, London School of Economics
- 2004
- Details
A GARCH model of the implied volatility of the Swiss market index from option prices
1 edition
- London School of Economics and Political Science
- 2004
- Details
Nonparametric transformation to white noise
1 edition
- London School of Economics and Political Science
- 2006
- Details
Testing for stochastic monotonicity
(Contributor)
1 edition
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2006
- Details
Semiparametric estimation of a characteristic-based factor model of common stock returns
(Contributor)
1 edition
- London School of Economics and Political Science
- 2006
- Details
Estimating features of a distribution from binomial data
(Contributor)
1 edition
- London School of Economics and Political Science
- 2006
- Details
Identification and nonparametric estimation of a transformed additively separable model
(Contributor)
1 edition
- London School of Economics and Political Science
- 2006
- Details
Estimating quadratic variation consistently in the presence of correlated measurement error
(Contributor)
1 edition
- London School of Economics and Political Science
- 2006
- Details
Evaluating hedge fund performance : a stochastic dominance approach
(Contributor)
1 edition
- London School of Economics, Financial Markets Group
- 2007
- Details
Inference about realized volatility using infill subsampling /
(Contributor)
1 edition
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2007
- Details
Efficient estimation of a semiparametric characteristic-based factor model of security returns
(Contributor)
2 editions
- Financial Markets Group, London School of Economics
- 2007
- Details
Consistent estimation of the risk-return tradeoff in the presence of measurement error
(Contributor)
1 edition
- Financial Markets Group, London School of Economics
- 2007
- Details
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
1 edition
Nonparametric estimation of a polarization measure?
(Contributor)
1 edition
Estimation of a semiparametric IGARCH (1,1) model
(Contributor)
1 edition
Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
(Contributor)
1 edition
An alternative way of computing efficient instrumental variable estimators
(Contributor)
1 edition
Optimal smoothing for a computationally and statistically efficient single index estimator
(Contributor)
1 edition
Nonparametric regression with a latent time series
1 edition
Efficient estimation of a multivariate multiplicative volatility model
(Contributor)
1 edition
Local linear fitting under near epoch dependence : uniform consistency with convergence rate
(Contributor)
1 edition
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2010
- Details
Semiparametric estimation of Markov decision processes with continuous state space
(Contributor)
1 edition
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2010
- Details
Semiparametric estimation of locally stationary diffusion models
(Contributor)
1 edition
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2010
- Details
What has happened to UK equity market quality in the last decade? : an analysis of the daily data : the future of computer trading in financial markets - Foresight driver review – DR 1
1 edition
- Government Office for Science
- 2011
- Details
Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
(Contributor)
1 edition
- Financial Markets Group, The London School of Economics and Political Science
- Details
Economic impact assessments on MiFID II policy measures related to computer trading in financial markets
1 edition
- Foresight, Government Office for Science
- Details
