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Research Paper Series / Finance Discipline Group, Business School
356
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Modelling UK mortgage defaults using a hazard approach based on American options
Ncube, Mthuli
;
Satchell, Stephen
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1994
Persistent link: https://www.econbiz.de/10000891367
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2
The Black and Scholes option price as a random variable
Ncube, Mthuli
;
Satchell, Stephen
-
1992
Persistent link: https://www.econbiz.de/10000835473
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3
Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product
Smith, Richard J.
;
Weale, Martin J.
;
Satchell, Stephen
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000560164
Saved in:
4
An extended family of financial risk measures
Pederson, Christian S.
;
Satchell, Stephen
-
1996
Persistent link: https://www.econbiz.de/10000614564
Saved in:
5
Some statistics for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen
;
Yoon, Joungjun
-
1993
Persistent link: https://www.econbiz.de/10000142720
Saved in:
6
Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
Rogers, Leonard C. G.
;
Satchell, Stephen
;
Yoon, Youngjun
-
1993
Persistent link: https://www.econbiz.de/10000142732
Saved in:
7
Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.
;
Satchell, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000147749
Saved in:
8
Risk, utility and switching between gambles
Pedersen, Christian S.
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000653506
Saved in:
9
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
Saved in:
10
An integrated risk measure with application to UK asset allocation
Damant, David C.
;
Hwang, Soosung
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000640903
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