Satchell, S., Stephen
Label
Satchell, S., Stephen
Name
Satchell, S.
resource.nameAlternative
Stephen
Actions
Incoming Resources
- Contributor of34
- Correlated ARCH(CorrARCH), a new model for the time-varying conditional correlation between financial asset returns
- Asymptotic properties of the maximum likelihood and non-linear least squares estimators for noninvertible moving average models
- Modelling UK mortgage defaults using a hazard approach based on American options
- A data matrix to investigate independence, overreaction and/or shock persistence in financial data
- Linear factor models in finance, John Knight and Stephen Satchell
- Estimation of stationary stochastic processes via the empirical characteristic function
- Mortgage default and repossession
- Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
- The analytics of risk model validation, edited by George A. Christodoulakis, Stephen Satchell
- The derivation of a new model of equity duration
- Time to default in the UK mortgage market
- Asymmetric dependence in finance, diversification, correlation and portfolio management in market downturns, edited by Jamie Alcock, Stephen Satchell
- The Black and Scholes option price as a random variable
- Advanced trading rules, edited by E. Acar, S. Satchell
- Measurement error with accounting constraints, point and interval estimation for latent data with an application to UK gross domestic product
- Modelling volatility and correlation for tick-by-tick returns data using rading information and buy/sell signals
- The hazards of doing a PHD, an analysis of completion and withdrawal rates of British PHDS in the 1980S
- Bernstein approximations to the copula function and portfolio optimization
- Bayesian analysis of the black-scholes option price
- Forecasting volatility in the financial markets, edited by John Knight, Stephen Satchell
- Modelling emerging market risk premia using higher moments
- Statistical properties of the sample semi-variance, with applications to emerging markets data
- The hazards of doing a PhD, the analysis of completion and withdrawal rates of British PhDs in the 1980s
- Geometric indices, a theory of hedging and econometric analysis with application to the UK stock market
- Hashing GARCH, a re-assessment of volatility forecasting performance
- Forecasting (Log) Volatility models
- An integrated risk measure with application to UK asset allocation
- Apprenticeships and job tenure, a competing risks model with time-varying covariates
- An extended family of financial risk measures
- Global equity styles and industry effects, portfolio construction via dummy variables
- Optimizing optimization, the next generation of optimization applications and theory, [edited by] Stephen Satchell
- Further results on Bayesian inference in asset pricing tests
- Forecasting expected returns in the financial markets, edited by Stephen Satchell
- Pricing derivatives written on assets with arbitrary skewness and Kurtosis
- Creator of7
- Lower partial moment capital asset pricing models, a re-examination
- Derivatives and hedge funds, edited by Stephen Satchell
- The simulation of option prices with application to LIFFE options on futures
- On the optimality of adaptive expectations, Muth revisited
- An assessment of the economic value of nonlinear foreign exchange rate forecasts
- Forecasting single and multiple hazards, the use of the Weibul distribution with application to arrears mortgages facing repossession risks
- Some statistics for testing the influence of the number of transactions on the distributions of returns
- inverse.editor2