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John L Knight · Study
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Author
John L Knight
11 works
· latest 2011
· 1 institutions
cluster: provisional
ORCID 0000-0002-9683-8064
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Citations
751
Works here
11
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11
Most cited in this library
Forecasting Volatility in the Financial Markets
2007 · 173 citations
A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model
1997 · 170 citations
Estimation of Continuous-Time Processes via the Empirical Characteristic Function
2002 · 156 citations
Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets
2005 · 56 citations
Statistical modelling of asymmetric risk in asset returns
1995 · 51 citations
Works
11 shown
Some New Results for Threshold AR(1) Models
Journal of Time Series Econometrics
·
2011
·
2 authors
14
citations
Forecasting Volatility in the Financial Markets
Elsevier eBooks
·
2007
·
2 authors
·
book
173
citations
Wine 0.9.17
Dialnet (Universidad de la Rioja)
·
2006
·
1 author
0
citations
Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets
Journal of Property Research
·
2005
·
3 authors
56
citations
A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices
Applied Mathematical Finance
·
2005
·
2 authors
25
citations
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method
Australian & New Zealand Journal of Statistics
·
2002
·
3 authors
·
Open access
45
citations
Estimation of Continuous-Time Processes via the Empirical Characteristic Function
Journal of Business and Economic Statistics
·
2002
·
2 authors
·
Open access
156
citations
Pricing derivatives written on assets with arbitrary skewness and kurtosis
Elsevier eBooks
·
2001
·
2 authors
·
chapter
28
citations
Forecasting volatility using LINEX loss functions
Warwick Research Archive Portal (University of Warwick)
·
1999
·
3 authors
·
report
·
Open access
33
citations
A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model
Econometric Theory
·
1997
·
2 authors
·
Open access
170
citations
Statistical modelling of asymmetric risk in asset returns
Applied Mathematical Finance
·
1995
·
3 authors
51
citations