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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
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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
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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
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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
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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
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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
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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
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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