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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000656425
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An integrated risk measure with application to UK asset allocation
Damant, David C.; Hwang, Soosung; Satchell, Stephen - 1997
Persistent link: https://www.econbiz.de/10000640903
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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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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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How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models
Hwang, Soosung; Satchell, Stephen; Pereira, Pedro L. Valls - In: Journal of business finance & accounting : JBFA 34 (2007) 5/6, pp. 1002-1024
Persistent link: https://www.econbiz.de/10003507264
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Some exact results for an asset pricing test based on the average F distribution
Hwang, Soosung; Satchell, Stephen - In: Theoretical economics letters 2 (2012) 5, pp. 435-437
Persistent link: https://www.econbiz.de/10009746710
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Testing linear factor models on individual stocks using the average F-test
Hwang, Soosung; Satchell, Stephen - In: The European journal of finance 20 (2014) 4/6, pp. 463-498
Persistent link: https://www.econbiz.de/10010461963
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Valuing information using utility functions : how much should we pay for linear factor models?
Hwang, Soosung; Satchell, Stephen - In: The European journal of finance 11 (2005) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10002812434
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GARCH model with cross-sectional volatility : GARCHX models
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 15 (2005) 3, pp. 203-216
Persistent link: https://www.econbiz.de/10002598953
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Using Bayesian variable selection methods to choose style factors in global stock return models
Hall, Anthony D.; Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 26 (2002) 12, pp. 2301-2325
Persistent link: https://www.econbiz.de/10001719718