Access Statistics for John L. Knight

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets 2 9 19 19 3 15 32 32
Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function 0 0 0 0 4 11 29 306
Exact Properties of Measures of Optimal Investment for Institutional Investors 2 2 7 64 5 14 36 150
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 1 3 6 124 9 20 44 1,470
Statistical Modeling of Asymetric Risk in Asset Returns 0 0 0 0 2 7 39 167
Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality 0 0 20 249 3 6 44 1,036
Total Working Papers 5 14 52 456 26 73 224 3,161

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON BAYESIAN INFERENCE IN ASSET PRICING 1 2 6 12 1 2 8 16
A Re-Examination of Sharpe's Ratio for Log-Normal Prices 2 4 26 112 7 20 81 429
A Semiparametric Two-Factor Term Structure Model 1 5 11 29 3 10 20 62
A note on finite sample analysis of misspecification in simultaneous equation models 0 0 1 2 0 0 4 11
Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models 0 0 2 9 0 1 7 45
Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors 0 0 0 3 0 0 6 16
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION 2 4 16 30 3 16 48 78
Estimation of Continuous-Time Processes via the Empirical Characteristic Function 0 0 0 0 4 18 60 345
Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 1 5 13 66 2 9 28 124
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model 0 0 7 19 1 4 34 100
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors 0 0 0 0 1 5 14 14
On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model 0 0 0 0 0 1 2 3
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality 0 1 15 15 2 3 36 36
The coefficient of determination and simultaneous equation systems 0 0 2 6 2 9 30 41
The moments of ols and 2sls when the disturbances are non-normal 0 2 7 9 0 3 11 17
Total Journal Articles 7 23 106 312 26 101 389 1,337

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Statistics updated 2008-10-02