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Exact properties of measures of optimal investment for institutional investors
Knight, John L. (contributor); Satchell, Stephen (contributor) - 2005
Persistent link: https://www.econbiz.de/10003154239
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A re-examination of Sharpe's ratio for log-normal prices
Knight, John L.; Satchell, Stephen - In: Applied mathematical finance 12 (2005) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10002727068
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Efficiency considerations in the negative exponential failure time model
Knight, John L.; Satchell, Stephen - In: Handbook of applied econometrics and statistical inference, (pp. 513-534). 2002
Persistent link: https://www.econbiz.de/10001701996
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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
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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
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Pricing interest rate derivatives in a non-parametric two-factor term-structure model
Knight, John L.; Li, Fuchun; Yuan, Mingwei - 1999
Persistent link: https://www.econbiz.de/10001429788
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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
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Empirical characteristic function in time series estimation
Knight, John L.; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435272
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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