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Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.
;
Satchell, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000147749
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2
Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.
;
Satchell, Stephen
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435264
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3
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.
;
Satchell, Stephen
-
1999
Persistent link: https://www.econbiz.de/10001407264
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4
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John L.
;
Satchell, Stephen
- In:
Journal of economics and finance
32
(
2008
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10003710662
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5
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
Saved in:
6
Large deviations theorems for optimal investment problems with large portfolios
Chu, Ba
;
Knight, John L.
;
Satchell, Stephen
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 533-555
Persistent link: https://www.econbiz.de/10008933377
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7
The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties
Hwang, Soosung
- In:
Econometric theory
16
(
2000
)
3
,
pp. 347-372
Persistent link: https://www.econbiz.de/10001507491
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8
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
9
Skew Brownian motion and pricing European options
Corns, T. R. A.
;
Satchell, Stephen
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 523-544
Persistent link: https://www.econbiz.de/10003570605
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10
What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid
;
Satchell, Stephen
-
2016
Persistent link: https://www.econbiz.de/10011456022
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