Talks - OLIVER LINTON

Talks

Nonparametric Portfolio Choice with Many conditioners (Cambridge, 2015)

High Frequency Trading: Part of the problem or part of the solution? (Cambridge, 2015)

Single Stock circuitbreakers on the LSE: Do they improve market quality (BoE, 2014)

Comments on GMM with Latent Variables (CEMMAP, 26th April, 2013)

High Frequency Trading, Market Fragmentation,and Equity Market Quality: Panel data evidence from the UK (Cambridge, 22nd April, 2013)

Some semiparametric models for panels of financial time series with an application to fragmentation of trading (December, 2012)

Nonparametric Estimation of a Polarization Measure (Yale, September, 2010)

Semiparametric Estimation of Markov Decision Processes with Continuous State Space (September 2010)

Semiparametric Estimation of Time varying Diffusion Models (Seoul National, September, 2009)

Efficient Semiparametric Fama French (2007 )
A Smoothed Least Squares Estimator For The Threshold Regression Model (Northwestern, February 2007)

Estimation of Some Separable Nonparametric Time Series Models (FEMES, July 2006)

Testing Asset Pricing Models in the Presence of Measurement Error: A Nonparametric Approach (FERM – Xiamen, July 2006)

Testing for Stochastic Dominance Efficiency (Cemmap Workshop Nov. 2005)

A Quantilogram Approach To Evaluating Directional Predictability (UCL, November, 2005)

Estimating Semiparametric Arch(∞) Models By Kernel Methods (Stockholm, August 23, 2003)