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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.; Satchell, Stephen - 1999
Persistent link: https://www.econbiz.de/10001407264
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Forecasting volatility in the financial markets
Knight, John L. (contributor); Satchell, Stephen (contributor) - 1998
Persistent link: https://www.econbiz.de/10000666770
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Linear factor models in finance
Knight, John; Knight, John L.; Satchell, Stephen - 2005
Persistent link: https://www.econbiz.de/10001973380
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Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.; Satchell, Stephen - 1994
Persistent link: https://www.econbiz.de/10000147749
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Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model
Knight, John L. - In: Economics letters 41 (1993) 3, pp. 225-229
Persistent link: https://www.econbiz.de/10001145344
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Asymptotic expansions for random walks with normal errors
Knight, John L. - In: Econometric theory 9 (1993) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001151129
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Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L. - In: Econometric theory 13 (1997) 6, pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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Statistical modelling of asymmetric risk in asset returns
Knight, John L.; Satchell, Stephen; Tran, Kien C. - 1995
Persistent link: https://www.econbiz.de/10000924260
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Steady state distributions for models of locally explosive regimes : existence and econometric implications
Knight, John L.; Satchell, Stephen; Srivastava, Nandini - In: Economic modelling 41 (2014), pp. 281-288
Persistent link: https://www.econbiz.de/10010439176
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Forecasting nonlinear functions of returns using LINEX loss functions
Hwang, Soosung; Knight, John L.; Satchell, Stephen - In: Annals of economics and finance 2 (2001) 1, pp. 187-213
Persistent link: https://www.econbiz.de/10001732270