Estimation of Diffusion Processes using the Empirical Characteristic Function
John Knight is Professor of Econometrics in the department of Economics in the University of Western Ontario.
| Event information | |
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| Date | 14 November 2000 |
| Time | 13:00-14:00 BST |
| Venue | ICMA Centre, Room G03/04 |
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His main research interests are in econometrics and asset pricing and he has published many papers in this field. Currently he is visiting a co-author, Steve Satchell at Birkbeck College. His work on the empirical characteristic function approach to continuous time processes is being published in JBES and other international journals.
http://www.ssc.uwo.ca/economics/faculty/Knight/cv.pdf