Narrow search
Showing 1 - 10 of 17
Cover Image
Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.; Satchell, Stephen - 1994
Persistent link: https://www.econbiz.de/10000147749
Cover Image
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 365-389). 2007
Persistent link: https://www.econbiz.de/10003873026
Cover Image
Asymmetric stochastic conditional duration model :a mixture of normals approach
Xu, Dinghai; Knight, John L.; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975376
Cover Image
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John L.; Satchell, Stephen - In: Journal of economics and finance 32 (2008) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10003710662
Cover Image
Stochastic volatility model under a discrete mixture-of-normal specification
Xu, Dinghai; Knight, John L. - In: Journal of economics and finance 37 (2013) 2, pp. 216-239
Persistent link: https://www.econbiz.de/10009750360
Cover Image
Asymmetric stochastic conditional duration model a mixture of normal approach
Xu, Dinghai; Knight, John L.; Wirjanto, Tony S. - In: Journal of financial econometrics : official journal of … 9 (2011) 3, pp. 469-488
Persistent link: https://www.econbiz.de/10009407860
Cover Image
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
Cover Image
Estimation of continuous-time processes via the empirical characteristic function
Jiang, George J.; Knight, John L. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 198-212
Persistent link: https://www.econbiz.de/10001660376
Cover Image
Finite sample comparison of alternative estimators of Itô diffusion processes : a Monte Carlo study
Jiang, George J.; Knight, John L. - In: The journal of computational finance 2 (1999) 3, pp. 5-38
Persistent link: https://www.econbiz.de/10001638577
Cover Image
Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.; Satchell, Stephen; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435264