Oliver Linton

Oliver Bruce Linton is a Professor of Political Economy and Econometrics at Cambridge University and a Fellow of Trinity College. He is a Fellow of the British Academy, a Fellow of the Econometric Society, and a Fellow of the Institute of Mathematical Statistics.

Linton is an Associate Editor with Econometrica, a co-editor at Econometric Theory, and a joint editor of Royal Economic Society (RES) Econometrics Journal.

Chapters in books

• Linton, Oliver; Anand, Sudhir; Harris, Christopher (2009), "On ultrapoverty",in Kanbur, Ravi; Basu, Kaushik (eds.), Arguments for a better world: essays in honor of Amartya Sen | Volume I: Ethics, welfare, and measurement, Oxford New York: Oxford University Press, pp. 311–336, ISBN 9780199239115.CS1 maint: ref=harv (link)
• Linton, Oliver; Park, Sujin (2012), "Realized volatility: theory and application",in Bauwens, Luc; Hafner, Christian; Laurent, Sébastien (eds.), Handbook of volatility models and their applications, Hoboken, New Jersey: Wiley, pp. 319–346, ISBN 9780470872512.CS1 maint: ref=harv (link)

Journal articles

• Linton, Oliver; Battey, Heather (January 2014). "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves". Journal of Multivariate Analysis. 123: 43–67. doi:10.1016/j.jmva.2013.08.013. hdl:10044/1/41334.CS1 maint: ref=harv (link)
• Linton, Oliver; Gozalo, Pedro (August 2014). "Testing conditional independence restrictions". Econometric Reviews. 33 (5–6): 523–552. doi:10.1080/07474938.2013.825135.CS1 maint: ref=harv (link)
• Linton, Oliver; Hafner, Christian M. (27 April 2015). "An almost closed form estimator for the EGARCH model". Social Science Research Network. doi:10.2139/ssrn.2139516. SSRN 2139516.CS1 maint: ref=harv (link)

Papers

• Linton, Oliver; Brugler, James (3 February 2014). "Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality?". Centre for Microdata Methods and Practice (cemmap) in association with the Economic and Social Research Council. doi:10.1920/wp.cem.2014.0714. hdl:10419/97379. CWP07/14.Pdf.
• Linton, Oliver; Han, Heejoon; Oka, Tatsushi; Whang, Yoon-Jae (20 February 2014). "The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series". Centre for Microdata Methods and Practice (cemmap) in association with the Economic and Social Research Council. arXiv:1402.1937. doi:10.1920/wp.cem.2014.0614. CWP06/14.Pdf.
• Linton, Oliver; Hong, Seok Young; Zhang, Hui Jun (20 June 2014). "Multivariate variance ratio statistics". Centre for Microdata Methods and Practice (cemmap) in association with the Economic and Social Research Council. doi:10.1920/wp.cem.2014.2914. CWP29/14.Pdf.
• Linton, Oliver; Hong, Seok Young; Zhang, Hui Jun (23 March 2015). "An investigation into multivariate variance ratio statistics and their application to stock market predictability". Centre for Microdata Methods and Practice (cemmap) in association with the Economic and Social Research Council. doi:10.1920/wp.cem.2015.1315. CWP13/15.Pdf.