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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Linton, Oliver
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) | Type | | 19-Jul-2009 | Consistent estimation of the risk-return tradeoff in the presence of measurement error | Ghosh, Anisha; Linton, Oliver | workingPaper |
| 12-Jun-2009 | Estimation of tail thickness parameters from GJR-GARCH models | Iglesias, Emma M.; Linton, Oliver | workingPaper |
| May-2009 | Evaluating Value-at-Risk models via Quantile Regression | Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver; Smith, Daniel | workingPaper |
| 17-Jul-2009 | An improved bootstrap test of stochastic dominance | Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae | workingPaper |
Showing results 1 to 4 of 4
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