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~isPartOf:"Working Papers / Financial Econometrics Research Centre, Warwick Business School"
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Financial Econometrics Research Centre, Warwick Business School
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Working Papers / Financial Econometrics Research Centre, Warwick Business School
Cambridge working papers in economics
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Quantitative finance series
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Econometric theory
9
Birkbeck working papers in economics and finance : BWPEF
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The journal of asset management
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Forecasting expected returns in the financial markets
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Discussion paper in financial economics : FE
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Econometric Theory
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The European Journal of Finance
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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CAMA Working Papers
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Forecasting volatility in the financial markets
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Journal of banking & finance
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Journal of time series econometrics
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Advances in portfolio construction and implementation
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ERES
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Financial analysts journal : FAJ
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The analytics of risk model validation
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The journal of real estate finance and economics
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Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
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Australian journal of management
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1
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
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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
Saved in:
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