British professor of Political Economy and Econometrics
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
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 .
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 .
Journal articles
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 . hdl :10419/130030 . CWP13/15. Pdf.
References
International National Academics People Other