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~subject:"Time series analysis"
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Time series analysis
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ECONIS (ZBW)
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[Rezension von: Brooks, Chris, Introductory econometrics for finance]
Satchell, Stephen
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. 397-398
Persistent link: https://www.econbiz.de/10001782982
Saved in:
2
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
Persistent link: https://www.econbiz.de/10000891418
Saved in:
3
Are there bubbles in the art market? : the detection of bubbles when fair value is unobservable
Srivastava, Nandini
;
Satchell, Stephen
-
2012
Persistent link: https://www.econbiz.de/10009544843
Saved in:
4
Steady-state distributions for models of bubbles : their existence and econometric implications
Knight, John L.
;
Satchell, Stephen
;
Srivastava, Nandini
-
2012
Persistent link: https://www.econbiz.de/10009544845
Saved in:
5
Converting true returns into reported returns : a general theory of linear smoothing and anti-smoothing
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
28
(
2014
),
pp. 215-229
Persistent link: https://www.econbiz.de/10011285066
Saved in:
6
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:
7
Steady state distributions for models of locally explosive regimes : existence and econometric implications
Knight, John L.
;
Satchell, Stephen
;
Srivastava, Nandini
- In:
Economic modelling
41
(
2014
),
pp. 281-288
Persistent link: https://www.econbiz.de/10010439176
Saved in:
8
Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
Saved in:
9
Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product
Smith, Richard J.
- In:
The review of economic studies
65
(
1998
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10001238781
Saved in:
10
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
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