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
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 69 0 1 8 192
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 1 119 2 6 12 307
Diversification When It Hurts? The Joint Distributions of Property and Other Asset Classes 0 0 0 13 1 2 5 48
Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets 0 0 0 132 0 5 15 346
Efficient Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 0 8 0 1 10 35
Empirical Characteristic Function in Time Series Estimation 0 0 1 10 0 9 20 71
Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function 0 0 0 0 0 2 6 461
Exact Properties of Measures of Optimal Investment for Institutional Investors 0 0 0 88 0 1 5 238
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 0 3 9 1,591
Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models 0 0 0 22 0 1 10 96
Statistical Modeling of Asymetric Risk in Asset Returns 0 0 0 0 2 7 12 401
Steady-State Distributions for Models of Bubbles: their Existence and Econometric Implications 0 0 1 52 0 5 10 198
Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality 0 0 0 337 1 1 6 1,307
The Properties of Double-Blind Dutch Auctions in a Clearing House; Some New Results for the Mendelson Model 0 0 0 24 2 3 14 269
Total Working Papers 0 0 3 1,019 8 47 142 5,560

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 0 0 0 10 0 0 2 31
A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model 0 0 0 34 0 2 8 118
A Re-Examination of Sharpe's Ratio for Log-Normal Prices 0 0 0 241 1 5 10 815
A Semiparametric Two-Factor Term Structure Model 0 0 0 71 0 1 5 164
A note on finite sample analysis of misspecification in simultaneous equation models 0 0 0 6 0 1 6 38
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 0 4 14 93
Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models 0 0 0 15 0 3 7 96
Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors 0 0 0 4 0 1 1 37
Asymptotic Expansions for Random Walks with Normal Errors 0 0 0 4 1 5 12 30
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 31 1 6 13 154
Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1 0 0 0 13 0 5 12 62
ECF estimation of Markov models where the transition density is unknown 0 0 0 13 0 0 4 130
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION 0 0 1 35 1 7 12 165
Estimation of Continuous-Time Processes via the Empirical Characteristic Function 0 0 0 0 1 2 8 499
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 1 4 10 211
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model 0 0 0 31 0 1 3 153
Exact properties of measures of optimal investment for benchmarked portfolios 0 0 0 6 0 2 6 34
Existence of Unbiased Estimators of the Black/Scholes Option Price, Other Derivatives, and Hedge Ratios 0 0 0 10 0 3 6 52
Finite sample comparison of alternative estimators of Itô diffusion processes: a Monte Carlo study 0 0 0 1 0 1 6 7
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors 0 0 0 7 0 1 4 69
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 0 1 84 1 8 17 377
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 0 2 7 72
Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators 0 0 1 11 1 3 13 45
On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model 0 0 0 2 0 0 4 34
Some Exact Distribution Results for the Partially Restricted Reduced form Estimator 0 0 0 3 0 2 8 36
Some New Results for Threshold AR(1) Models 0 0 1 99 0 6 11 221
Statistical modelling of asymmetric risk in asset returns 0 0 0 67 0 4 11 157
Steady state distributions for models of locally explosive regimes: Existence and econometric implications 0 0 0 18 0 3 12 75
Stochastic volatility model under a discrete mixture-of-normal specification 0 0 0 17 1 5 10 83
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality 0 0 0 38 0 2 6 117
The Cumulant Generating Function Estimation Method 0 0 0 53 0 3 6 162
The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances 0 0 0 1 0 0 4 15
The coefficient of determination and simultaneous equation systems 0 0 0 28 0 3 5 142
The exact distribution of the OLS and GLS estimators in regression with an integrated regressor and correlated errors — comparison of numerical and Monte Carlo integration 0 0 0 2 1 3 8 16
The moments of ols and 2sls when the disturbances are non-normal 0 0 0 19 0 5 10 66
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 0 101 1 2 6 240
Using approximate results for validating value-at-risk 0 0 0 0 0 0 5 5
Value at risk linear exponent (VARLINEX) forecasts 0 0 0 0 0 0 2 20
Total Journal Articles 0 0 4 1,152 11 105 294 4,841

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Volatility in the Financial Markets 0 1 1 15 0 5 16 83
Return Distributions in Finance 0 0 0 7 0 0 2 21
Total Books 0 1 1 22 0 5 18 104

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Statistics updated 2026-06-04