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355
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23
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20
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251
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
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252
Estimation of the risk attitude of the representative UK pension fund investor
Satchell, Stephen
(
contributor
);
Xia, Wei
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003002156
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253
Apprenticeships and job tenure
Booth, Alison L.
- In:
Oxford economic papers
46
(
1994
)
4
,
pp. 676-695
Persistent link: https://www.econbiz.de/10001332564
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254
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:
255
The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin
;
Satchell, Stephen
;
Zhang, Qi
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
Saved in:
256
Analytic models of the receiver operating characteristic curve : applications to credit rating model validation
Satchell, Stephen
;
Xia, Wei
- In:
Journal of risk management in financial institutions
1
(
2007/08
)
1
,
pp. 90-106
Persistent link: https://www.econbiz.de/10003696403
Saved in:
257
A re-examination of Sharpe's ratio for log-normal prices
Knight, John L.
;
Satchell, Stephen
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10002727068
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258
The impact of consumer confidence on expected utility maximization : a contribution to the equity premium puzzle literature
Merella, Vincenzo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003266300
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259
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
Saved in:
260
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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