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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
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Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - 2006
Persistent link: https://www.econbiz.de/10003374001
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On the foundation of performance measures under asymmetric returns
Pedersen, Christian S.; Satchell, Stephen - In: The Sortino framework for constructing portfolios : …, (pp. 129-143). 2010
Persistent link: https://www.econbiz.de/10003915652
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The link between macro-economic factors and style returns
Zhang, Qi J.; Hopkins, Peter; Satchell, Stephen; … - In: The journal of asset management 10 (2009/10) 5, pp. 338-355
Persistent link: https://www.econbiz.de/10003916963