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Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.
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Satchell, Stephen
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1994
Persistent link: https://www.econbiz.de/10000147749
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2
The Black and Scholes option price as a random variable
Ncube, Mthuli
;
Satchell, Stephen
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1992
Persistent link: https://www.econbiz.de/10000835473
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3
Risk, utility and switching between gambles
Pedersen, Christian S.
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000653506
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4
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
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5
An extended family of financial risk measures
Pederson, Christian S.
;
Satchell, Stephen
-
1996
Persistent link: https://www.econbiz.de/10000614564
Saved in:
6
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:
7
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
Saved in:
8
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.
;
Satchell, Stephen
-
1999
Persistent link: https://www.econbiz.de/10001407264
Saved in:
9
Utility functions with parameters depending on initial wealth
Pedersen, Christian S.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001350660
Saved in:
10
Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001350667
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