Narrow search
Showing 31 - 40 of 329
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Optimizing optimization : the next generation of optimization applications and theory
Satchell, Stephen - 2010
Persistent link: https://www.econbiz.de/10003904112
Cover Image
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
Cover Image
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
Cover Image
Valuation of options in a setting with happiness-augmented preferences
Merella, Vincenzo; Satchell, Stephen - 2006
Persistent link: https://www.econbiz.de/10003374000
Cover Image
Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - 2006
Persistent link: https://www.econbiz.de/10003374001
Cover Image
Asymmetry, loss aversion and forecasting
Bond, Shaun A.; Satchell, Stephen - In: The journal of business : B 79 (2006) 4, pp. 1809-1830
Persistent link: https://www.econbiz.de/10003378430