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Schätzung
Theorie
166
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166
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95
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46
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46
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38
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Satchell, Stephen
28
Hwang, Soosung
6
Knight, John L.
5
Damant, David C.
2
Kwon, Oh Kang
2
Lizieri, Colin
2
Rogers, Leonard C. G.
2
Satchell, Stephen E.
2
Thorp, Susan
2
Williams, Oliver
2
Wongwachara, Warapong
2
Allen, David
1
Campbell, Rachel
1
Eftekhari, Babak
1
Farah, Nathalie
1
Knight, John B.
1
Kuo, George W.
1
Kuo, Weiyu
1
Liu, Shuang
1
Malloch, H.
1
McKenzie, Michael D.
1
Ncube, Mthuli
1
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Philip, R.
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Forecasting volatility in the financial markets
2
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2
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1
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Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
Rogers, Leonard C. G.
;
Satchell, Stephen
;
Yoon, Youngjun
-
1993
Persistent link: https://www.econbiz.de/10000142732
Saved in:
2
An asset return model capturing stylized facts
Rogers, Leonard C. G.
;
Zhang, Liang
- In:
Mathematics and financial economics
5
(
2011
)
2
,
pp. 101-119
Persistent link: https://www.econbiz.de/10009315539
Saved in:
3
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
Saved in:
4
An integrated risk measure with application to UK asset allocation
Damant, David C.
;
Hwang, Soosung
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000640903
Saved in:
5
Global equity styles and industry effects : portfolio construction via dummy variables
Kuo, George W.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000668567
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John L.
;
Satchell, Stephen
- In:
Journal of economics and finance
32
(
2008
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10003710662
Saved in:
9
Nonlinearity and smoothing in venture capital performance data
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 782-795
Persistent link: https://www.econbiz.de/10009700590
Saved in:
10
Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen
;
Thorp, Susan
;
Williams, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009564475
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