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 1 1 4 187
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 1 1 119 1 2 2 297
Diversification When It Hurts? The Joint Distributions of Property and Other Asset Classes 0 0 0 13 0 0 0 43
Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets 0 0 0 132 2 4 5 336
Efficient Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 4 8 2 3 8 28
Empirical Characteristic Function in Time Series Estimation 0 0 1 10 2 3 6 55
Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function 0 0 0 0 2 2 4 457
Exact Properties of Measures of Optimal Investment for Institutional Investors 0 0 0 88 0 1 2 235
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 1 3 3 1,585
Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models 0 0 0 22 1 2 3 88
Statistical Modeling of Asymetric Risk in Asset Returns 0 0 0 0 1 2 4 391
Steady-State Distributions for Models of Bubbles: their Existence and Econometric Implications 0 0 1 52 1 1 3 190
Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality 0 0 0 337 1 1 1 1,302
The Properties of Double-Blind Dutch Auctions in a Clearing House; Some New Results for the Mendelson Model 0 0 1 24 1 1 7 260
Total Working Papers 0 1 8 1,019 16 26 52 5,454

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 1 29
A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model 0 0 1 34 0 0 4 111
A Re-Examination of Sharpe's Ratio for Log-Normal Prices 0 0 0 241 1 4 5 809
A Semiparametric Two-Factor Term Structure Model 0 0 0 71 2 3 3 162
A note on finite sample analysis of misspecification in simultaneous equation models 0 0 0 6 0 2 2 34
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 1 2 3 81
Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models 0 0 0 15 0 0 1 90
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 2 3 21
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 31 1 1 2 143
Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1 0 0 0 13 0 1 3 51
ECF estimation of Markov models where the transition density is unknown 0 0 0 13 0 0 1 127
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION 0 0 1 34 0 2 4 155
Estimation of Continuous-Time Processes via the Empirical Characteristic Function 0 0 0 0 1 1 2 492
Estimation of the stochastic conditional duration model via alternative methods 0 0 0 42 0 0 1 201
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model 0 0 0 31 1 1 1 151
Exact properties of measures of optimal investment for benchmarked portfolios 0 0 0 6 0 0 0 28
Existence of Unbiased Estimators of the Black/Scholes Option Price, Other Derivatives, and Hedge Ratios 0 0 0 10 1 2 2 48
Finite sample comparison of alternative estimators of Itô diffusion processes: a Monte Carlo study 0 0 1 1 1 1 2 2
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 2 66
Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions 0 0 2 83 0 0 5 362
Large deviations theorems for optimal investment problems with large portfolios 0 0 0 19 0 0 0 65
Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators 0 0 1 11 0 0 2 34
On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model 0 0 0 2 1 2 2 32
Some Exact Distribution Results for the Partially Restricted Reduced form Estimator 0 0 0 3 0 0 3 29
Some New Results for Threshold AR(1) Models 1 1 2 99 2 3 6 213
Statistical modelling of asymmetric risk in asset returns 0 0 0 67 0 0 2 147
Steady state distributions for models of locally explosive regimes: Existence and econometric implications 0 0 1 18 2 2 8 69
Stochastic volatility model under a discrete mixture-of-normal specification 0 0 0 17 1 2 5 76
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality 0 0 0 38 2 2 2 113
The Cumulant Generating Function Estimation Method 0 0 1 53 1 1 4 157
The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances 0 0 0 1 0 0 3 13
The coefficient of determination and simultaneous equation systems 0 0 0 28 0 0 0 137
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 2 2 10
The moments of ols and 2sls when the disturbances are non-normal 0 0 0 19 1 1 2 58
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method 0 0 0 101 0 1 3 236
Using approximate results for validating value-at-risk 0 0 0 0 0 2 2 2
Value at risk linear exponent (VARLINEX) forecasts 0 0 0 0 0 0 0 18
Total Journal Articles 1 1 10 1,150 19 41 93 4,608

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 1 14 2 5 15 74
Return Distributions in Finance 0 0 0 7 0 0 0 19
Total Books 0 0 1 21 2 5 15 93

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06