Details about John L. Knight

Access statistics for papers by John L. Knight.

Last updated 2008-09-06. Update your information in the RePEc Author Service.

Short-id: pkn27

Working Papers

2005

1. Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets
   Real Estate & Planning Working Papers, Henley Business School, Reading University View citations
2. Exact Properties of Measures of Optimal Investment for Institutional Investors
   Birkbeck Working Papers in Economics and Finance, Birkbeck, School of Economics, Mathematics & Statistics

1999

3. Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model
   Working Papers, Bank of Canada View citations
4. Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   See Also Journal Article in Journal of Economics and Finance (2008)

1995

5. Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
6. Statistical Modeling of Asymetric Risk in Asset Returns
   Working Papers, Saskatchewan - Department of Economics View citations

Journal Articles

2008

1. Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
   Journal of Economics and Finance, 2008, 32, (1), 35-46
   See Also Working Paper (1999)

2006

2. A Semiparametric Two-Factor Term Structure Model
   Journal of Financial Econometrics, 2006, 4, (2), 204-237

2005

3. A Re-Examination of Sharpe's Ratio for Log-Normal Prices
   Applied Mathematical Finance, 2005, 12, (1), 87-100

2002

4. Estimation of Continuous-Time Processes via the Empirical Characteristic Function
   Journal of Business & Economic Statistics, 2002, 20, (2), 198-212 View citations
5. Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method
   Australian & New Zealand Journal of Statistics, 2002, 44, (3), 319-335 View citations

1998

6. Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors
   Econometric Reviews, 1998, 17, (4), 387-413

1993

7. Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model
   Economics Letters, 1993, 41, (3), 225-229

1985

8. The moments of ols and 2sls when the disturbances are non-normal
   Journal of Econometrics, 1985, 27, (1), 39-60

1984

9. Asymptotic Distribution of Dynamic Multipliers in Dynamic Autoregressive Models
   Econometrica, 1984, 52, (1), 217-22

1982

10. A note on finite sample analysis of misspecification in simultaneous equation models
    Economics Letters, 1982, 9, (3), 275-279
11. Asymptotic Distribution of Restricted Reduced Forms and Dynamic Multipliers in a Linear Dynamic Model with Vector Autoregressive Errors
    International Economic Review, 1982, 23, (3), 553-63

1980

12. The coefficient of determination and simultaneous equation systems
    Journal of Econometrics, 1980, 14, (2), 265-270

1977

13. On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model
    Journal of Econometrics, 1977, 5, (3), 315-321