Narrow search
Showing 1 - 10 of 449
Cover Image
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models
Satchell, Stephen; Hwang, Soosung; Hall, Anthony - Financial Econometrics Research Centre, Warwick … - 1999
Persistent link: https://www.econbiz.de/10004981022
Cover Image
Modelling Emerging Market Risk Premia Using Higher Moments
Satchell, Stephen; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 1999
Persistent link: https://www.econbiz.de/10004981057
Cover Image
Market Risk and the Concept of Fundamental Volatility: Measuring Volatility Across Asset and Derivative Markets and Testing for the Impact of Derivatives Markets on Financial Markets
Satchell, Stephen; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 1999
Persistent link: https://www.econbiz.de/10004981103
Cover Image
Tracking Error: Ex-Ante versus Ex-Post Measures
Satchell, Steve; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 2001
Persistent link: https://www.econbiz.de/10004981023
Cover Image
On Empirical Risk Measurement with Asymmetric Returns Data
Hwang, Soosung; Pedersen, Christian - Financial Econometrics Research Centre, Warwick … - 2002
Persistent link: https://www.econbiz.de/10004981030
Cover Image
Improved Testing for the Efficiency of Asset Pricing Theories in Linear Factor Models
Satchell, Steve; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 1999
Persistent link: https://www.econbiz.de/10004981032
Cover Image
A New Measure of Herding and Empirical Evidence
Salmon, Mark; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 2001
Persistent link: https://www.econbiz.de/10004981049
Cover Image
Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggreagation in Real Estate Price Indices
Hwang, Soosung; Bond, Shaun - Financial Econometrics Research Centre, Warwick … - 2005
Persistent link: https://www.econbiz.de/10004981068
Cover Image
The Asset Allocation Decision in a Loss Aversion World
Satchell, Steve; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 2001
Persistent link: https://www.econbiz.de/10004981069
Cover Image
Performance Measurement with Loss Aversion
Hwang, Soosung; Gemmill, Gordon; Salmon, Mark - Financial Econometrics Research Centre, Warwick … - 2005
Persistent link: https://www.econbiz.de/10004981079