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Satchell, Stephen
Nijkamp, Peter
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458
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448
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310
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308
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305
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296
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294
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293
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291
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285
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283
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272
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271
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268
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2
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ECONIS (ZBW)
126
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1
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:
2
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000904202
Saved in:
3
Advanced trading rules
Acar, Emmanuel
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000964435
Saved in:
4
The Black and Scholes option price as a random variable
Ncube, Mthuli
;
Satchell, Stephen
-
1992
Persistent link: https://www.econbiz.de/10000835473
Saved in:
5
An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Stephen
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000914266
Saved in:
6
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
7
Risk, utility and switching between gambles
Pedersen, Christian S.
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000653506
Saved in:
8
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
Saved in:
9
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000666770
Saved in:
10
An extended family of financial risk measures
Pederson, Christian S.
;
Satchell, Stephen
-
1996
Persistent link: https://www.econbiz.de/10000614564
Saved in:
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