Stephen Knights

University of Oxford - Department of Economics

Manor Road Building

Manor Road

Oxford, OX1 3BJ

United Kingdom

SCHOLARLY PAPERS

2

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222

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22

Scholarly Papers (2)

1.

The Misleading Value of Measured Correlation

Wilmott, Volume 2012, Issue 62, pages 64-73, November 2012
Number of pages: 10 Posted: 15 Feb 2017
University of Oxford - Oxford-Man Institute of Quantitative Finance, None, None and University of Oxford - Department of Economics
Downloads 204 (150,306)

Abstract:

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correlation; cointegration; mean reversion; cointelation

2.

Dynamic Relationships in the Australian Labour Market: Heterogeneity and State Dependence

Economic Record, Vol. 78, pp. 284-298, 2002
Number of pages: 15 Posted: 02 Dec 2002
Stephen Knights, Mark N. Harris and Joanne Loundes
University of Oxford - Department of Economics, Curtin University and affiliation not provided to SSRN
Downloads 18 (538,379)
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