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 2 4 7 191
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 1 119 0 4 6 301
Diversification When It Hurts? The Joint Distributions of Property and Other Asset Classes 0 0 0 13 1 3 3 46
Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets 0 0 0 132 2 5 10 341
Efficient Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 3 8 0 6 13 34
Empirical Characteristic Function in Time Series Estimation 0 0 1 10 0 7 12 62
Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function 0 0 0 0 0 2 5 459
Exact Properties of Measures of Optimal Investment for Institutional Investors 0 0 0 88 0 2 4 237
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 0 3 6 1,588
Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models 0 0 0 22 1 7 10 95
Statistical Modeling of Asymetric Risk in Asset Returns 0 0 0 0 1 3 5 394
Steady-State Distributions for Models of Bubbles: their Existence and Econometric Implications 0 0 1 52 0 3 5 193
Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality 0 0 0 337 1 4 5 1,306
The Properties of Double-Blind Dutch Auctions in a Clearing House; Some New Results for the Mendelson Model 0 0 0 24 0 6 11 266
Total Working Papers 0 0 6 1,019 8 59 102 5,513

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 2 2 31
A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model 0 0 1 34 1 5 9 116
A Re-Examination of Sharpe's Ratio for Log-Normal Prices 0 0 0 241 0 1 5 810
A Semiparametric Two-Factor Term Structure Model 0 0 0 71 0 1 4 163
A note on finite sample analysis of misspecification in simultaneous equation models 0 0 0 6 0 3 5 37
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 1 8 11 89
Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models 0 0 0 15 0 3 4 93
Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors 0 0 0 4 0 0 0 36
Asymptotic Expansions for Random Walks with Normal Errors 0 0 0 4 0 4 7 25
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 31 2 5 7 148
Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1 0 0 0 13 1 6 8 57
ECF estimation of Markov models where the transition density is unknown 0 0 0 13 0 3 4 130
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION 1 1 1 35 1 3 5 158
Estimation of Continuous-Time Processes via the Empirical Characteristic Function 0 0 0 0 3 5 6 497
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 6 6 6 207
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model 0 0 0 31 0 1 2 152
Exact properties of measures of optimal investment for benchmarked portfolios 0 0 0 6 1 4 4 32
Existence of Unbiased Estimators of the Black/Scholes Option Price, Other Derivatives, and Hedge Ratios 0 0 0 10 0 1 3 49
Finite sample comparison of alternative estimators of Itô diffusion processes: a Monte Carlo study 0 0 1 1 0 4 6 6
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors 0 0 0 7 1 2 3 68
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 1 1 84 0 7 9 369
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 0 5 5 70
Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators 0 0 1 11 0 8 10 42
On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model 0 0 0 2 1 2 4 34
Some Exact Distribution Results for the Partially Restricted Reduced form Estimator 0 0 0 3 1 5 7 34
Some New Results for Threshold AR(1) Models 0 0 2 99 0 2 6 215
Statistical modelling of asymmetric risk in asset returns 0 0 0 67 1 6 7 153
Steady state distributions for models of locally explosive regimes: Existence and econometric implications 0 0 1 18 1 3 10 72
Stochastic volatility model under a discrete mixture-of-normal specification 0 0 0 17 0 2 7 78
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality 0 0 0 38 0 2 4 115
The Cumulant Generating Function Estimation Method 0 0 0 53 0 2 5 159
The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances 0 0 0 1 1 2 4 15
The coefficient of determination and simultaneous equation systems 0 0 0 28 0 2 2 139
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 0 3 5 13
The moments of ols and 2sls when the disturbances are non-normal 0 0 0 19 0 3 5 61
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 0 101 0 2 5 238
Using approximate results for validating value-at-risk 0 0 0 0 0 3 5 5
Value at risk linear exponent (VARLINEX) forecasts 0 0 0 0 0 2 2 20
Total Journal Articles 1 2 8 1,152 22 128 203 4,736

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 0 0 14 1 4 14 78
Return Distributions in Finance 0 0 0 7 0 2 2 21
Total Books 0 0 0 21 1 6 16 99

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Statistics updated 2026-03-04