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
Date	14 November 2000
Time	13:00-14:00 (Timezone: Europe/London)
Venue	ICMA Centre, Room G03/04
Event types: Research Seminars

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

Estimation of Diffusion Processes using the Empirical Characteristic Function

Event types: