Oliver Linton Explained

Oliver Linton
Birth Name:	Oliver Bruce Linton
Nationality:	British
Institution:	Cambridge University
Doctoral Students:	Mototsugu Shintani^[1]
Repec Prefix:	f
Repec Id:	pli253

Oliver Bruce Linton is a professor of Political Economy and Econometrics at Cambridge University and a Fellow of Trinity College.^[2] He is a Fellow of the British Academy,^[3] a Fellow of the Econometric Society,^[4] and a Fellow of the Institute of Mathematical Statistics.^{[5] [6]}

Linton is an Associate Editor with Econometrica,^[7] a co-editor at Econometric Theory,^[8] and a joint editor of Royal Economic Society (RES) Econometrics Journal.^[9]

Notable publications

Journal articles

• Linton . Oliver . Battey . Heather . Heather Battey . Nonparametric estimation of multivariate elliptic densities via finite mixture sieves . . 123 . 43–67 . 10.1016/j.jmva.2013.08.013 . January 2014 . 10044/1/41334 . free .
• Linton . Oliver . Gozalo . Pedro . Testing conditional independence restrictions . . 33 . 5–6 . 523–552 . 10.1080/07474938.2013.825135 . August 2014 . 120696522 .
• Linton . Oliver . Hafner . Christian M. . An almost closed form estimator for the EGARCH model . . 10.2139/ssrn.2139516 . 2139516 . 27 April 2015 . 17088549 .

Papers

• Linton . Oliver . Brugler . James . Single stock circuit breakers on the London Stock Exchange: do they improve subsequent market quality? . CWP07/14 . . 10.1920/wp.cem.2014.0714 . 3 February 2014 . 10419/97379 . free . Pdf.
• Linton . Oliver . Han . Heejoon . Oka . Tatsushi . Whang . Yoon-Jae . The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series . CWP06/14 . . 10.1920/wp.cem.2014.0614 . 20 February 2014 . 1402.1937 . Pdf.
• Linton . Oliver . Hong . Seok Young . Zhang . Hui Jun . Multivariate variance ratio statistics . CWP29/14 . . 10.1920/wp.cem.2014.2914 . 20 June 2014 . free . Pdf.
• Linton . Oliver . Hong . Seok Young . Zhang . Hui Jun . An investigation into multivariate variance ratio statistics and their application to stock market predictability . CWP13/15 . . 10.1920/wp.cem.2015.1315. 23 March 2015 . free . Pdf.

Notes and References

1. https://www.econ.cam.ac.uk/people-files/faculty/obl20/olcvrsw2.pdf Oliver Linton Curriculum Vitae
2. Web site: Professor Oliver Linton, Professor of Political Economy . . 26 August 2015 .
3. Web site: Elections to the fellowship, 2008: Professor Oliver Linton . . 26 August 2015 .
4. Web site: Oliver LINTON . . 26 August 2015 .
5. Web site: IMS Fellows: Honored IMS Fellows . . 26 August 2015 . https://web.archive.org/web/20161019175343/http://imstat.org/awards/honored_fellows.htm#L . 19 October 2016 . dead .
6. Web site: Oliver Linton (personal website) . 26 August 2015 .
7. Front matter . . 83 . 1 . i–ii . January 2015 .
8. Web site: Journal overview, editorial board: co-editors . . 26 August 2015 .
9. Linton . Oliver . Smith . Richard J. . Editorial . . 15 . 1 . ci–cii . 10.1111/j.1368-423X.2011.00367.x . February 2012 . 10.1111/j.1368-423X.2011.00367.x . free .