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~institution:"Financial Econometrics Research Centre, Warwick Business School"
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Financial Econometrics Research Centre, Warwick Business School
University of Cambridge / Department of Applied Economics
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Working Papers / Financial Econometrics Research Centre, Warwick Business School
9
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On Empirical Risk Measurement with Asymmetric Returns Data
Hwang, Soosung
;
Pedersen, Christian
-
Financial Econometrics Research Centre, Warwick …
-
2002
Persistent link: https://www.econbiz.de/10004981030
Saved in:
2
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models
Satchell, Stephen
;
Hwang, Soosung
;
Hall, Anthony
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981022
Saved in:
3
Modelling Emerging Market Risk Premia Using Higher Moments
Satchell, Stephen
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981057
Saved in:
4
Evaluating the Performance of Nearest Neighbour Algorithms when Forecasting US Industry Returns
Satchell, Stephen
;
Pedersen, Christian S.
-
Financial Econometrics Research Centre, Warwick …
-
2000
Persistent link: https://www.econbiz.de/10004981065
Saved in:
5
Optimal Investment and Asymmetric Risk for a Large Portfolio: A Large Deviations Approach
Satchell, Stephen
;
Knight, John
;
Chu, Ba
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10004981080
Saved in:
6
Deriving the APT when the Number of Factors is Unknown
Satchell, Stephen
;
Middleton, Laun
-
Financial Econometrics Research Centre, Warwick …
-
2000
Persistent link: https://www.econbiz.de/10004981090
Saved in:
7
Forecasting Volatility using LINEX Loss Functions
Satchell, Stephen
;
Knight, John
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981101
Saved in:
8
The Disappearance of Style in the US Equity Market
Satchell, Stephen
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981102
Saved in:
9
Market Risk and the Concept of Fundamental Volatility: Measuring Volatility Across Asset and Derivative Markets and Testing for the Impact of Derivatives Markets on Financial Marke...
Satchell, Stephen
;
Hwang, Soosung
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981103
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