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~person:"Srivastava, Nandini"
~person:"Timmermann, Allan"
~person:"Williams, Oliver"
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Search: "Satchell, Stephen E."
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Srivastava, Nandini
Timmermann, Allan
Williams, Oliver
Satchell, Stephen
239
Satchell, Stephen E.
86
Hwang, Soosung
37
Knight, John L.
28
Thorp, Susan
23
Bateman, Hazel
16
Louviere, Jordan J.
16
Pedersen, Christian S.
13
Satchell, Stephen E
13
Christodoulakis, George A.
11
Eckert, Christine
11
Lizieri, Colin
11
Geweke, John
9
Bond, Shaun A.
8
Sancetta, Alessio
7
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6
Allen, David
6
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6
Gao, Yang
6
Kwon, Oh Kang
6
Merella, Vincenzo
6
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6
Subrahmanyam, Marti G.
6
Xia, Wei
6
Booth, Alison L.
5
Grant, Andrew
5
Hall, Anthony D.
5
Knight, John
5
Wright, Stephen M.
5
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4
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4
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Islam, Towhidul
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4
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4
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4
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
21
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1
Styles through a convergent/divergent lens : the curious case of ESG
Gao, Yang
;
Satchell, Stephen
;
Srivastava, Nandini
- In:
The journal of asset management
21
(
2020
)
1
,
pp. 4-12
Persistent link: https://www.econbiz.de/10012292746
Saved in:
2
A random walk through Mayfair : art as a luxury good and evidence from dynamic models
Campbell, Rachel
;
Satchell, Stephen
;
Srivastava, Nandini
- In:
Journal of international money and finance
95
(
2019
),
pp. 112-127
Persistent link: https://www.econbiz.de/10012135209
Saved in:
3
Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
Satchell, Stephen
;
Thorp, Susan
;
Williams, Oliver
- In:
Applied economics
51
(
2019
)
14
,
pp. 1541-1557
Persistent link: https://www.econbiz.de/10012196572
Saved in:
4
Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Ahmed, Salman
;
Srivastava, Nandini
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 75-109)
.
2018
Persistent link: https://www.econbiz.de/10011978489
Saved in:
5
The size of the CIA market and the hole of asymmetric dependence
Satchell, Stephen
;
Williams, Oliver
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 17-46)
.
2018
Persistent link: https://www.econbiz.de/10011978503
Saved in:
6
Are there bubbles in the art market? : the detection of bubbles when fair value is unobservable
Srivastava, Nandini
;
Satchell, Stephen
-
2012
Persistent link: https://www.econbiz.de/10009544843
Saved in:
7
Steady-state distributions for models of bubbles : their existence and econometric implications
Knight, John L.
;
Satchell, Stephen
;
Srivastava, Nandini
-
2012
Persistent link: https://www.econbiz.de/10009544845
Saved in:
8
Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen
;
Thorp, Susan
;
Williams, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009564475
Saved in:
9
On the difficulty of measuring forecasting skill in financial markets
Satchell, Stephen
;
Williams, Oliver
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 92-113
Persistent link: https://www.econbiz.de/10011305307
Saved in:
10
Steady state distributions for models of locally explosive regimes : existence and econometric implications
Knight, John L.
;
Satchell, Stephen
;
Srivastava, Nandini
- In:
Economic modelling
41
(
2014
),
pp. 281-288
Persistent link: https://www.econbiz.de/10010439176
Saved in:
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