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~institution:"Birkbeck College / Department of Economics"
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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
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1993
Persistent link: https://www.econbiz.de/10000891418
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Why do regime switching models forecast so badly?
Dacco, Roberto
;
Satchell, Stephen
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1995
Persistent link: https://www.econbiz.de/10000924258
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3
A theoretical analysis of trading rules : an application to the moving average case with Markovian returns
Acar, Emmanuel
;
Satchell, Stephen
-
1995
Persistent link: https://www.econbiz.de/10000924259
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4
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
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1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
5
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
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