# Oliver Linton

Oliver Bruce Linton is a professor of Political Economy and Econometrics at Cambridge University and a Fellow of Trinity College. He is a Fellow of the British Academy, a Fellow of the Econometric Society, and a Fellow of the Institute of Mathematical Statistics.
Linton is an Associate Editor with Econometrica, a co-editor at Econometric Theory, and a joint editor of Royal Economic Society (RES) Econometrics Journal.

## 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

* Linton, Oliver; Battey, Heather (January 2014). "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves". Journal of Multivariate Analysis. 123: 43–67. doi:10.1016/j.jmva.2013.08.013. hdl:10044/1/41334.
* Linton, Oliver; Gozalo, Pedro (August 2014). "Testing conditional independence restrictions". Econometric Reviews. 33 (5–6): 523–552. doi:10.1080/07474938.2013.825135. S2CID 120696522.
* Linton, Oliver; Hafner, Christian M. (27 April 2015). "An almost closed form estimator for the EGARCH model" (PDF). Social Science Research Network. doi:10.2139/ssrn.2139516. S2CID 17088549. SSRN 2139516.

### 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 (inactive 14 February 2025). hdl:10419/97379. CWP07/14. {{cite journal}}: Cite journal requires |journal= (help)CS1 maint: DOI inactive as of February 2025 (link) 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. {{cite journal}}: Cite journal requires |journal= (help) 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 (inactive 14 February 2025). CWP29/14. {{cite journal}}: Cite journal requires |journal= (help)CS1 maint: DOI inactive as of February 2025 (link) 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 (inactive 14 February 2025). hdl:10419/130030. CWP13/15. {{cite journal}}: Cite journal requires |journal= (help)CS1 maint: DOI inactive as of February 2025 (link) Pdf.