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Some exact distribution results for the PRRF estimator
Knight, John L.; Kinal, Terrence W. - 1990
Persistent link: https://www.econbiz.de/10000812906
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Continuous empirical characteristic function estimation of mixtures of normal parameters
Xu, Dinghai; Knight, John L. - 2008
Persistent link: https://www.econbiz.de/10003975373
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ECF estimation of Markov models where the transition density is unknown
Jiang, George J.; Preminger, Arie; Knight, John L. - In: The econometrics journal 13 (2010) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10003978523
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Using approximate results for validating value-at-risk
Hong, Jimmy; Knight, John L.; Satchell, Stephen; … - In: The journal of risk model validation 4 (2010/11) 3, pp. 69-81
Persistent link: https://www.econbiz.de/10008699876
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Continuous empirical characteristics function estimation of mixtures of normal parameters
Xu, Dinghai; Knight, John L. - In: Econometric reviews 30 (2011) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10008990461
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Steady-state distributions for models of bubbles : their existence and econometric implications
Knight, John L.; Satchell, Stephen; Srivastava, Nandini - 2012
Persistent link: https://www.econbiz.de/10009544845
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Estimation of the stochastic conditional duration model via alternative methods
Knight, John L.; Ning, Cathy Q. - In: The econometrics journal 11 (2008) 3, pp. 593-616
Persistent link: https://www.econbiz.de/10003802430
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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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Some exact distribution results for the partially restricted reduced form estimator
Kinal, Terrence W. - In: Econometric theory 10 (1994) 1, pp. 140-171
Persistent link: https://www.econbiz.de/10001163333
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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