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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
China
192
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44
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44
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36
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35
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32
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English
17
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Knight, John L.
12
Satchell, Stephen
5
Xu, Dinghai
5
Jiang, George J.
4
Knight, John
4
Wirjanto, Tony S.
4
Yu, Jun
3
Knight, John B.
1
Ning, Cathy Q.
1
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DAE working paper
2
Journal of economics and finance
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Econometric theory
1
Forecasting volatility in the financial markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The econometrics journal
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ECONIS (ZBW)
17
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1
Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.
;
Satchell, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000147749
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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