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Christodoulakis, George - 2007

Front Cover -- The Analytics of Risk Model Validation -- Copyright Page -- Table of Contents -- About the editors -- About the contributors -- Preface -- Chapter 1 Determinants of small business default -- Abstract -- 1. Introduction -- 2. Data, methodology and summary statistics -- 3. Empirical...

Persistent link: https://www.econbiz.de/10012688280

The validation of equity portfolio risk models

Satchell, Stephen - In: The analytics of risk model validation, (pp. 135-148). 2008

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On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources

Satchell, Stephen; Timmermann, Allan - 1993

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Forecasting volatility in the financial markets

Knight, John L. (contributor); Satchell, Stephen (contributor) - 1998

Persistent link: https://www.econbiz.de/10000666770

The validity of credit risk model validation methods

Christodoulakis, George A.; Satchell, Stephen - In: The analytics of risk model validation, (pp. 27-43). 2008

Persistent link: https://www.econbiz.de/10003868675

Hashing GARCH : a reassessment of volatility forecasting performance

Christodoulakis, George A.; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 227-247). 2007

Persistent link: https://www.econbiz.de/10003872943

Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options

Hwang, Soosung; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 249-277). 2007

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GARCH predictions and the predictions of option prices

Knight, John L.; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 279-294). 2007

Persistent link: https://www.econbiz.de/10003872994

The disappearance of style in the US equity market

Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 17 (2007) 7/9, pp. 597-613

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Asymmetry, loss aversion and forecasting

Bond, Shaun A.; Satchell, Stephen - In: The journal of business : B 79 (2006) 4, pp. 1809-1830

Persistent link: https://www.econbiz.de/10003378430