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~language:"eng"
~person:"Satchell, Stephen"
~type:"article"
~type_genre:"Aufsatz im Buch"
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Theorie
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9
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Aufsatz im Buch
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Satchell, Stephen
Nijkamp, Peter
31
Chiarella, Carl
30
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25
Dale, Barrie G.
24
Semmler, Willi
23
Songsak Sriboonchitta
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15
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14
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13
Asada, Tōichirō
12
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12
Beach, Lee Roy
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Forecasting expected returns in the financial markets
5
Forecasting volatility in the financial markets
4
Linear factor models in finance
2
The analytics of risk model validation
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Value creation in multinational enterprise
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ECONIS (ZBW)
15
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1
Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Ahmed, Salman
;
Srivastava, Nandini
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 75-109)
.
2018
Persistent link: https://www.econbiz.de/10011978489
Saved in:
2
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
Saved in:
3
GARCH predictions and the predictions of option prices
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 279-294)
.
2007
Persistent link: https://www.econbiz.de/10003872994
Saved in:
4
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
5
Bayesian analysis of the Black-Scholes option price
Darsinos, Theo
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 117-150)
.
2007
Persistent link: https://www.econbiz.de/10003557947
Saved in:
6
The validity of credit risk
model
validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
7
The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
Saved in:
8
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
9
Some choices in forecast construction
Wright, Stephen
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 101-116)
.
2007
Persistent link: https://www.econbiz.de/10003557938
Saved in:
10
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 177-189)
.
2007
Persistent link: https://www.econbiz.de/10003557954
Saved in:
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