Word:
<a href='ms-word:ofe|u|path/to/web/word/document.docx'>Link to document</a>
Excel:
<a href='ms-excel:ofe|u|path/to/web/word/document.xlsx'>Link to document</a>
Powerpoint
<a href='ms-powerpoint:ofe|u|path/document.pptx'>Link to document</a>
<a href='ms-word:ofe|u|path/to/web/word/document.docx'>Link to document</a>
Excel:
<a href='ms-excel:ofe|u|path/to/web/word/document.xlsx'>Link to document</a>
Powerpoint
<a href='ms-powerpoint:ofe|u|path/document.pptx'>Link to document</a>