Narrow search
Showing 1 - 8 of 8
Cover Image
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000904202
Cover Image
An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Stephen; Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000914266
Cover Image
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 369-391). 1996
Persistent link: https://www.econbiz.de/10001297232
Cover Image
Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen - In: Economics letters 45 (1994) 2, pp. 169-174
Persistent link: https://www.econbiz.de/10001163976
Cover Image
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen - In: International journal of forecasting 11 (1995) 3, pp. 407-416
Persistent link: https://www.econbiz.de/10001203016
Cover Image
An assessment of the economic value of non-linear foreign exchange rate forecasts
Satchell, Stephen - In: Journal of forecasting 14 (1995) 6, pp. 477-497
Persistent link: https://www.econbiz.de/10001191617
Cover Image
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377