Access Statistics for John L. Knight

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	4	22	41	3	10	45	77
Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function	0	0	0	0	4	9	23	330
Exact Properties of Measures of Optimal Investment for Institutional Investors	0	0	6	70	3	6	22	173
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model	1	3	7	131	2	8	24	1,494
Statistical Modeling of Asymetric Risk in Asset Returns	0	0	0	0	4	11	41	213
Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality	4	6	16	265	8	16	38	1,074
Total Working Papers	6	13	51	507	24	60	193	3,361

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Re-Examination of Sharpe's Ratio for Log-Normal Prices	3	6	24	137	6	10	59	492
A Semiparametric Two-Factor Term Structure Model	0	2	11	40	0	3	24	88
A note on finite sample analysis of misspecification in simultaneous equation models	0	0	1	3	0	0	2	13
Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models	0	0	2	11	0	0	7	53
Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors	0	0	0	3	0	2	8	24
Estimation of Continuous-Time Processes via the Empirical Characteristic Function	0	0	0	0	6	14	37	383
Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method	0	4	10	78	2	6	22	150
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model	1	1	5	24	1	2	14	115
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors	1	1	1	1	2	2	5	19
On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model	0	0	0	0	0	1	2	5
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality	3	4	7	22	6	10	18	56
The coefficient of determination and simultaneous equation systems	0	0	3	9	0	2	16	58
The moments of ols and 2sls when the disturbances are non-normal	1	1	3	12	3	3	11	29
Total Journal Articles	9	19	67	340	26	55	225	1,485

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2009-11-04