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~institution:"Birkbeck College / Department of Economics"
~institution:"Trinity College Dublin / Department of Economics"
~person:"Kelly, Mary"
~person:"Satchell, Stephen"
~subject:"Schätzung"
~subject:"Theorie"
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ECONIS (ZBW)
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On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
Saved in:
2
Why do regime switching models forecast so badly?
Dacco, Roberto
;
Satchell, Stephen
-
1995
Persistent link: https://www.econbiz.de/10000924258
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3
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
4
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
5
Ireland's trading potential with Central and Eastern European countries : a gravity study
Brülhart, Marius
;
Kelly, Mary
-
1998
Persistent link: https://www.econbiz.de/10000985715
Saved in:
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