Oliver B. Linton - Publications, H-index & Citations

Oliver B. Linton

university of cambridge

6H指数

34论文数

197被引数

收录论文 9

发表时间

Should we augment large covariance matrix estimation with auxiliary network information?我们是否应该利用辅助网络信息来增强大型协方差矩阵的估计？

Journal of Econometrics

IF4

2026-03-31

PREAI

Shuyi Ge; Shaoran Li; Oliver Linton; Weiguang Liu; Wen Su

Estimating a conditional density ratio model for asset returns and option demand 估计资产收益和期权需求的条件密度比模型

Journal of Econometrics

IF4

2026-02-11

PREAI

Jeroen Dalderop; Oliver Linton

The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model 股票分割的永久和暂时效应对流动性的影响：一个动态半参数模型

Journal of Business & Economic Statistics

IF2.5

2025-12-08

OAAI

Christian M. Hafner; Oliver B. Linton; Linqi Wang

Estimation and inference in high-dimensional panel data models with interactive fixed effects

QUANTITATIVE ECONOMICS

IF2.2

2025-11-01

PREAI

Rucker, Maximilian; Vogt, Michael; Linton, Oliver; Walsh, Christopher

A large confirmatory dynamic factor model for stock market returns in different time zones 不同时区股票市场收益的大规模验证性动态因子模型

JOURNAL OF ECONOMETRICS

IF4

2025-05-01

PREAI

Linton, Oliver B.; Tang, Haihan; Wu, Jianbin

The behaviour of betting and currency markets on the night of the EU referendum ( vol 35 pg , 371 , 2018)

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2023-10-01

OAAI

Auld, Tom; Linton, Oliver

Comment on Factor Models for High-Dimensional Tensor Time Series by Rong Chen, Dan Yang, and Cun-Hui Zhang

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2022-01-26

PREAI

Linton, Oliver B.; Tang, Haihan

Semiparametric identification of the bid-ask spread in extended Roll models

JOURNAL OF ECONOMETRICS

IF4

2017-10-01

OAAI

Chen, Xiaohong; Linton, Oliver; Yi, Yanping

Estimation of a semiparametric transformation model

ANNALS OF STATISTICS

IF3.7

2008-04-01

OAAI

Linton, Oliver; Sperlich, Stefan; Van Keilegom, Ingrid

研究方向