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GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 365-389). 2007
Persistent link: https://www.econbiz.de/10003873026
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UK measures of firm-lived equity duration
Lewin, Richard A.; Sardy, Marc J.; Satchell, Stephen - In: Value creation in multinational enterprise, (pp. 307-338). 2007
Persistent link: https://www.econbiz.de/10003423145
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Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony; Satchell, Stephen - In: Optimizing optimization : the next generation of …, (pp. 179-199). 2010
Persistent link: https://www.econbiz.de/10003939154
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Some properties of averaging simulated optimization methods
Knight, John L.; Satchell, Stephen - In: Optimizing optimization : the next generation of …, (pp. 225-246). 2010
Persistent link: https://www.econbiz.de/10003939157
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Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 177-189). 2007
Persistent link: https://www.econbiz.de/10003557954
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Models for projecting the impacts of ETR
Barker, Terry; Lutz, Christian; Meyer, Bernd; Pollitt, … - In: Environmental tax reform (ETR) : a policy for green growth, (pp. 175-203). 2011
Persistent link: https://www.econbiz.de/10009245174
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The regional Cambridge Multisectoral Dynamic Model of the UK economy
Barker, Terry (contributor); Fingleton, Bernie (contributor) - In: Regional science in business : with 61 tables, (pp. 79-96). 2001
Persistent link: https://www.econbiz.de/10001580885
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Taxing pollution instead of jobs : towards more employment without more inflation through fiscal reform in the UK
Barker, Terry - In: Ecotaxation, (pp. 163-200). 1997
Persistent link: https://www.econbiz.de/10001294968