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Implementing risk appetite in the management of currency portfolios
Luo, Jinhui; Saks, Philip; Satchell, Stephen - In: The journal of asset management 9 (2008/09) 6, pp. 380-397
Persistent link: https://www.econbiz.de/10003812498
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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
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Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - In: The analytics of risk model validation, (pp. 113-133). 2008
Persistent link: https://www.econbiz.de/10003868691
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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
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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
Persistent link: https://www.econbiz.de/10003872982
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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
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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
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The disappearance of style in the US equity market
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 17 (2007) 7/9, pp. 597-613
Persistent link: https://www.econbiz.de/10003491204
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UK measures of firm-lived equity duration
Lewin, Richard A.; Sardy, Marc J.; Satchell, Stephen - In: Value creation in multinational enterprise, (pp. 307-338). 2007
Persistent link: https://www.econbiz.de/10003423145
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Valuation of options in a setting with happiness-augmented preferences
Merella, Vincenzo; Satchell, Stephen - 2006
Persistent link: https://www.econbiz.de/10003374000