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Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
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Does the behaviour of the asset tell us anything about the option price formula? : A cautionary tale
Rogers, Leonard C. G.; Satchell, Stephen - In: Applied financial economics 10 (2000) 1, pp. 37-39
Persistent link: https://www.econbiz.de/10001525779
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On the volatility of measures of financial risk : an investigation using returns from European markets
Eftekhari, Babak; Pedersen, Christian S.; Satchell, Stephen - In: The European journal of finance 6 (2000) 1, pp. 18-38
Persistent link: https://www.econbiz.de/10001526025
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Global equity styles and industry effects : the pre-eminence of value relative to size
Kuo, Weiyu; Satchell, Stephen - In: Journal of international financial markets, … 11 (2001) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001536895
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Small sample analysis of performance measures in the asymmetric response model
Pedersen, Christian S.; Satchell, Stephen - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 425-450
Persistent link: https://www.econbiz.de/10001522468
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A bias-adjusted Black and Scholes option pricing model
Ncube, Mthuli - In: Applied financial economics 5 (1995) 2, pp. 51-60
Persistent link: https://www.econbiz.de/10001181325
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The statistical properties of the Black-Scholes option
Ncube, Mthuli - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 287-305
Persistent link: https://www.econbiz.de/10001224012
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Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L. - In: Econometric theory 13 (1997) 6, pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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Time to default in the UK mortgage market
Lambrecht, Bart M. - In: Economic modelling 14 (1997) 4, pp. 485-499
Persistent link: https://www.econbiz.de/10001238066
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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