OLIVER BRUCE LINTON : Citation Profile

Are you OLIVER BRUCE LINTON?

University of Cambridge

29

H index

79

i10 index

3897

Citations

RESEARCH PRODUCTION:

131

Articles

304

Papers

2

Books

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   37 years (1986 - 2023). See details.
   Cites by year: 105
   Journals where OLIVER BRUCE LINTON has often published
   Relations with other researchers
   Recent citing documents: 373.    Total self citations: 201 (4.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli253
   Updated: 2024-12-03    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Whang, Yoon-Jae (5)

Hafner, Christian (4)

GAO, Jiti (4)

Lewbel, Arthur (3)

hoderlein, stefan (3)

Peng, Bin (3)

Escanciano, Juan Carlos (3)

Srisuma, Sorawoot (3)

Jurkatis, Simon (2)

Degryse, Hans (2)

Renault, Thomas (2)

Gorbenko, Arseny (2)

Voigt, Stefan (2)

Kassner, Bernhard (2)

Deev, Oleg (2)

Hjalmarsson, Erik (2)

Wolff, Christian (2)

FERROUHI, EL MEHDI (2)

Roy, Saurabh (2)

Korajczyk, Robert (2)

CAPELLE-BLANCARD, Gunther (2)

Gehrig, Thomas (2)

Dreber, Anna (2)

Bohorquez Correa, Santiago (2)

Pastor, Lubos (2)

Lajaunie, Quentin (2)

Boneva, Lena (2)

Chow, Nikolai Sheung-Chi (2)

Motegi, Kaiji (2)

Horenstein, Alex (2)

Walther, Thomas (2)

Gerritsen, Dirk (2)

Talavera, Oleksandr (2)

Reitz, Stefan (2)

Palan, Stefan (2)

Pelizzon, Loriana (2)

Bouri, Elie (2)

Rakowski, David (2)

Holzmeister, Felix (2)

Stefanova, Denitsa (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Prokopczuk, Marcel (2)

Putnins, Talis (2)

Xiu, Dacheng (2)

Füllbrunn, Sascha (2)

Bos, Charles (2)

Patton, Andrew (2)

Pittau, Maria Grazia (2)

Theissen, Erik (2)

Sojli, Elvira (2)

Deku, Solomon (2)

Liew, Chee (2)

Alexeev, Vitali (2)

Abudy, Menachem (2)

Xia, Shuo (2)

Smales, Lee (2)

Frijns, Bart (2)

He, Xuezhong (Tony) (2)

Mihet, Roxana (2)

Vilkov, Grigory (2)

Schenk-Hoppé, Klaus (2)

Kearney, Fearghal (2)

van Kervel, Vincent (2)

Heath, Davidson (2)

Pasquariello, Paolo (2)

Wilhelmsson, Anders (2)

Davies, Ryan (2)

McLaren, Nick (2)

Ferrara, Gerardo (2)

Söderlind, Paul (2)

Dumitrescu, Ariadna (2)

Zelli, Roberto (2)

Lopez-Lira, Alejandro (2)

Verousis, Thanos (2)

Schwarz, Marco (2)

Caporin, Massimiliano (2)

Schuerhoff, Norman (2)

Zhang, S. Sarah (2)

Dimpfl, Thomas (2)

Chernov, Mikhail (2)

Xiao, Zhijie (2)

Roy, Saurabh (2)

Colliard, Jean-Edouard (2)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Lof, Matthijs (2)

Huang, Wenqian (2)

Moinas, Sophie (2)

Bjønnes, Geir (2)

Zhou, Chen (2)

Johannesson, Magnus (2)

Vogel, Sebastian (2)

Jalkh, Naji (2)

Frömmel, Michael (2)

Harris, Jeffrey (2)

Foucault, Thierry (2)

Ranaldo, Angelo (2)

Sarno, Lucio (2)

Tonks, Ian (2)

Park, Andreas (2)

Rinne, Kalle (2)

Nielsson, Ulf (2)

Kaminska, Iryna (2)

Menkveld, Albert (2)

Shachar, Or (2)

Adrian, Tobias (2)

Ødegaard, Bernt (2)

Taylor, Nick (2)

Elliott, David (2)

Brownlees, Christian (2)

Regis, Luca (2)

Ait-Sahalia, Yacine (2)

Hurlin, Christophe (2)

Hautsch, Nikolaus (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with OLIVER BRUCE LINTON.

Is cited by:

GAO, Jiti (64)

Lee, Sokbae (Simon) (63)

Chernozhukov, Victor (51)

Wong, Wing-Keung (45)

Shahzad, Syed Jawad Hussain (40)

Su, Liangjun (38)

Chen, Xiaohong (38)

Lewbel, Arthur (37)

Härdle, Wolfgang (37)

Sperlich, Stefan (36)

Li, Degui (34)

Cites to:

Phillips, Peter (84)

Chen, Xiaohong (72)

Newey, Whitney (71)

Andrews, Donald (67)

Bollerslev, Tim (57)

Engle, Robert (55)

Whang, Yoon-Jae (49)

Fan, Jianqing (49)

Campbell, John (45)

Powell, James (43)

Härdle, Wolfgang (42)

Main data

Where OLIVER BRUCE LINTON has published?

Journals with more than one article published# docs
Journal of Econometrics42
Econometric Theory31
Econometrica6
Econometric Reviews4
Journal of the American Statistical Association3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
Econometrics Journal3
Journal of Empirical Finance3
Journal of Applied Econometrics3
Journal of Business & Economic Statistics2
The Review of Economic Studies2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies53
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University23
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes13
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics11
Boston College Working Papers in Economics / Boston College Department of Economics6
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía5
Papers / arXiv.org4
LIDAM Reprints ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
LIDAM Discussion Papers ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Post-Print / HAL2

Recent works citing OLIVER BRUCE LINTON (2024 and 2023)

YearTitle of citing document
2024Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2024Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2024Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2023Loss aversion and the welfare ranking of policy interventions. (2020). Parker, Thomas ; Rosa-Dias, Pedro ; Kobus, Martyna ; Galvao, Antonio F ; Firpo, Sergio. In: Papers. RePEc:arx:papers:2004.08468.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2024Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models. (2021). Poirier, Alexandre ; Shiu, Ji-Liang ; Liu, Laura. In: Papers. RePEc:arx:papers:2105.12891.

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2023Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723.

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2024Estimations of the Conditional Tail Average Treatment Effect. (2021). Yen, Yu-Min ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:2109.08793.

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2023Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388.

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2023Uniform Convergence for Local Linear Regression Estimation of the Conditional Distribution. (2021). Xie, Haitian. In: Papers. RePEc:arx:papers:2112.08546.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2024Pairwise Valid Instruments. (2022). Sun, Zhenting ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2203.08050.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023Markov Decision Processes under Model Uncertainty. (2022). Vsiki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2206.06109.

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2024Semiparametric Single-Index Estimation for Average Treatment Effects. (2022). Oka, Tatsushi ; Gao, Jiti ; Huang, Difang. In: Papers. RePEc:arx:papers:2206.08503.

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2024Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2024Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2024Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023Statistical Inference and A/B Testing for First-Price Pacing Equilibria. (2023). Kroer, Christian ; Liao, Luofeng. In: Papers. RePEc:arx:papers:2301.02276.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404.

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2023New $\sqrt{n}$-consistent, numerically stable higher-order influence function estimators. (2023). Li, Chang ; Liu, Lin. In: Papers. RePEc:arx:papers:2302.08097.

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2023Detecting Learning by Exporting and from Exporters. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.13427.

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2023Off-Balance Sheet Activities and Scope Economies in U.S. Banking. (2023). Malikov, Emir ; Zhang, Jingfang. In: Papers. RePEc:arx:papers:2302.14603.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2024Adjustment with Many Regressors Under Covariate-Adaptive Randomizations. (2023). Zhang, Yichong ; Miao, KE ; Li, Liyao ; Jiang, Liang. In: Papers. RePEc:arx:papers:2304.08184.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206.

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2023Difference-in-Differences with Compositional Changes. (2023). Xu, QI. In: Papers. RePEc:arx:papers:2304.13925.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Semiparametric Discrete Choice Models for Bundles. (2023). Yang, Thomas T ; Ouyang, FU. In: Papers. RePEc:arx:papers:2306.04135.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning. (2023). Yen, Yu-Min ; Huber, Martin ; Hsu, Yu-Chin. In: Papers. RePEc:arx:papers:2307.01049.

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2023Generalised Covariances and Correlations. (2023). Pohle, Marc-Oliver ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2307.03594.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Testing Partial Instrument Monotonicity. (2023). Sun, Zhenting ; Jiang, Hongyi. In: Papers. RePEc:arx:papers:2308.08390.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo. In: Papers. RePEc:arx:papers:2309.02183.

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2023Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103.

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2023Sluggish news reactions: A combinatorial approach for synchronizing stock jumps. (2023). Neely, Christopher ; Boudt, Kris ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2309.15705.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2024Inference for Low-rank Models without Estimating the Rank. (2023). Kwon, Hyukjun ; Choi, Jungjun ; Liao, Yuan. In: Papers. RePEc:arx:papers:2311.16440.

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2024Jump detection in high-frequency order prices. (2024). Ristig, Alexander ; Hautsch, Nikolaus ; Bibinger, Markus. In: Papers. RePEc:arx:papers:2403.00819.

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2024Tests for almost stochastic dominance. (2024). Mora-Corral, Carlos ; Ba, Amparo. In: Papers. RePEc:arx:papers:2403.15258.

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2024Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions. (2024). Park, Gyungbae. In: Papers. RePEc:arx:papers:2403.15934.

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2024Statistical Inference of Optimal Allocations I: Regularities and their Implications. (2024). Hong, Han ; Feng, Kai. In: Papers. RePEc:arx:papers:2403.18248.

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2024Uniform Inference in High-Dimensional Threshold Regression Models. (2024). Yan, Hongqiang ; Li, Jiatong. In: Papers. RePEc:arx:papers:2404.08105.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Tsyvinski, Aleh ; Liu, Yukun ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2404.08129.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

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2023Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133.

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2024Reassessing the inflation uncertainty?inflation relationship in the tails. (2021). Panagiotidis, Theodore ; Konstantinou, Panagiotis ; Bampinas, Georgios. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:508-534.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Conditions for extrapolating differences in consumption to differences in welfare. (2024). Kaplan, David ; Zhao, Wei. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1090-1104.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Markov decision processes under model uncertainty. (2023). Iki, Mario ; Sester, Julian ; Neufeld, Ariel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:618-665.

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2024Testing for conditional independence: A groupwise dimension reduction?based adaptive?to?model approach. (2021). Zhu, Lixing ; Zhang, Jun ; Lu, Jun. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:549-576.

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2024Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2023.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348.

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2023Estimation of characteristics-based quantile factor models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:37095.

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2023Organizational Structure and Pricing: Evidence from a Large U.S. Airline. (2023). Williams, Kevin R ; Schwieg, Timothy ; Parsley, Hayden ; Natan, Olivia R ; Hortacsu, Ali. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2312r4.

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2023Incorporating Search and Sales Information in Demand Estimation. (2023). Williams, Kevin R ; Schwieg, Timothy ; Parsley, Hayden ; Natan, Olivia R ; Hortacsu, Ali. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2313r1.

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More than 100 citations found, this list is not complete...

OLIVER BRUCE LINTON is editor of

Journal
Econometrics Journal
Econometrics Journal

Works by OLIVER BRUCE LINTON:

YearTitleTypeCited
2004Testing forward exchange rate unbiasedness efficiently: A semiparametric approach In: Journal of Applied Economics.
[Full Text][Citation analysis]		article6
2004Testing forward exchange rate unbiasedness efficiently: a semiparametric approach.(2004) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2004Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach.(2004) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2013An Almost Closed Form Estimator for the EGARCH In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper6
2016An Almost Closed Form Estimator for the EGARCH model In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper13
2017An Almost Closed Form Estimator For The EGARCH Model.(2017) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2013An almost closed form estimator for the EGARCH model.(2013) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017An almost closed form estimator for the EGARCH model.(2017) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
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