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The Cambridge-INET Institute

 

Working Papers





Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model
Chen, X., Linton, O. and Schneeberger, S., (WP1604)

Nonparametric Euler Equation Identification andEstimation
Escanciano, J. C., Hoderlein, S., Lewbel, A. and Linton, O., (WP1517)


Multivariate Variance Ratio Statistics
Hong, S. Y., Linton, O. and Zhang , H. J., (WP1410)