skip to content

Faculty of Economics

Papers and Publications



Recent Publications


Ambrus, A. and Elliott, M. Investments in Social Ties, Risk Sharing, and Inequality Review of Economic Studies [2021]

Merrick Li, Z. and Linton, O. A ReMeDI for Microstructure Noise Econometrica, forthcoming [2021]

Linton, O. and Wu, J. A Coupled Component DCS GARCH Model for Intraday and Overnight Volatility Journal of Econometrics [2020]

Ai, C., Linton, O., Motegi, K. and Zhang, Z. A Unified Framework for Efficient Estimation of General Treatment Models Quantitative Economics, forthcoming [2021]