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~isPartOf:"Economic modelling"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The European journal of finance"
~person:"Satchell, Stephen"
~subject:"CAPM"
~subject:"Volatilität"
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Volatilität
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Satchell, Stephen
Yang, Chunpeng
10
Wang, Xingchun
5
Gatheral, Jim
4
Radoičić, Radoš
4
Zaremba, Adam
4
Zhang, Rengui
4
Arouri, Mohamed
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Economic modelling
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Review of derivatives research
The European journal of finance
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Journal of banking & finance
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Australian journal of management
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Forecasting expected returns in the financial markets
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International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of time series econometrics
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The economic journal : the journal of the Royal Economic Society
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Value creation in multinational enterprise
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ECONIS (ZBW)
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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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2
Valuing information using utility functions : how much should we pay for linear factor models?
Hwang, Soosung
;
Satchell, Stephen
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002812434
Saved in:
3
On the volatility of measures of financial risk : an investigation using returns from European markets
Eftekhari, Babak
;
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The European journal of finance
6
(
2000
)
1
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001526025
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