John Knight

Finance · with Yu · 2001–2002

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom John Knight trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Kenneth J. Singleton
  2. Andrey Feuerverger
  3. George K. Chacko
  4. Lars Peter Hansen
  5. M. Powell
  6. Luis M. Viceira

Who trusts John Knight overall

  1. Jun Yu
  2. Yongmiao Hong
  3. Carmen Broto
  4. M. Carrasco
  5. Renate Meyer
  6. Kenneth J. Singleton
  7. Mikhail Chernov
  8. Aubrey Hurn
  9. Tong Li
  10. Christian Pigorsch

Papers from John Knight's perspective

Ordered by how strongly the researchers John Knight trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Specification Analysis of Affine Term Structure Models
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. Spectral GMM Estimation of Continuous-Time Processes
  4. Generalized autoregressive conditional heteroskedasticity
  5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  6. The Pricing of Options and Corporate Liabilities
  7. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  8. The Surprise Element: Jumps in Interest Rates
  9. Habit Formation in Consumption and Its Implications for Monetary Policy Models
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers