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~subject:"Arbitrage pricing"
~subject:"Share price"
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Search: "Satchell, Stephen E."
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Arbitrage pricing
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Satchell, Stephen
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Forecasting volatility in the financial markets
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Linear factor models in finance
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
Bayesian estimation of risk premia in an APT context
Darsinos, Theofanis
;
Satchell, Stephen
- In:
Linear factor models in finance
,
(pp. 61-82)
.
2005
Persistent link: https://www.econbiz.de/10003304027
Saved in:
4
The small noise arbitrage pricing theory and its welfare implications
Satchell, Stephen
- In:
Linear factor models in finance
,
(pp. 150-158)
.
2005
Persistent link: https://www.econbiz.de/10003304035
Saved in:
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