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subject:"Estimation"
subject:"Public choice"
~institution:"Birkbeck College / Department of Economics"
~institution:"Brown University / Department of Economics"
~language:"eng"
~person:"Satchell, Stephen"
~subject:"Private consumption"
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Satchell, Stephen
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ECONIS (ZBW)
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Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
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