Oliver Linton

Oliver Linton
Born	Oliver Bruce Linton
Academic work
Institutions	Cambridge University
Doctoral students	Mototsugu Shintani
Website	Information at IDEAS / RePEc

Oliver Bruce Linton is a British econometrician and professor of political economy at the University of Cambridge, where he is a Fellow of Trinity College, Cambridge. His research is in econometric theory and its applications, particularly nonparametric and semiparametric methods, time-series econometrics and financial econometrics.

Linton is a Fellow of the British Academy, the Econometric Society and the Institute of Mathematical Statistics. He received a Humboldt Research Award in 2015 and served as president of the Society for Financial Econometrics from 2021 to 2023.

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 1 July 2025). hdl:10419/97379. CWP07/14. {{cite journal}}: Cite journal requires |journal= (help)CS1 maint: DOI inactive as of July 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 (inactive 12 July 2025). CWP06/14. {{cite journal}}: Cite journal requires |journal= (help)CS1 maint: DOI inactive as of July 2025 (link) 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 1 July 2025). CWP29/14. {{cite journal}}: Cite journal requires |journal= (help)CS1 maint: DOI inactive as of July 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 1 July 2025). hdl:10419/130030. CWP13/15. {{cite journal}}: Cite journal requires |journal= (help)CS1 maint: DOI inactive as of July 2025 (link) Pdf.