Steve Satchell
Steve Satchell
fellow trinity college
Verified email at imagine.finance
Title
Cited by
Cited by
Year
Estimating variance from high, low and closing prices
LCG Rogers, SE Satchell
The Annals of Applied Probability, 504-512, 1991
6671991
Modelling emerging market risk premia using higher moments
S Hwang, SE Satchell
International Journal of Finance & Economics 4 (4), 271-296, 1999
2961999
A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction
S Satchell, A Scowcroft
Journal of Asset Management 1 (2), 138-150, 2000
2802000
The Bernstein copula and its applications to modeling and approximations of multivariate distributions
A Sancetta, S Satchell
Econometric theory, 535-562, 2004
2352004
Why do regime‐switching models forecast so badly?
R Dacco, S Satchell
Journal of forecasting 18 (1), 1-16, 1999
2001999
Managing downside risk in financial markets
FA Sortino, S Satchell, F Sortino
Butterworth-Heinemann, 2001
1802001
Forecasting volatility in the financial markets
S Satchell, J Knight
Elsevier, 2011
1542011
Estimating the volatility of stock prices: a comparison of methods that use high and low prices
LCG Rogers, SE Satchell, Y Yoon
Applied Financial Economics 4 (3), 241-247, 1994
1521994
Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns
GA Christodoulakis, SE Satchell
European Journal of Operational Research 139 (2), 351-370, 2002
1412002
Interactions between property and equity markets: An investigation of linkages in the United Kingdom 1972–1992
C Lizieri, S Satchell
The Journal of Real Estate Finance and Economics 15 (1), 11-26, 1997
1351997
On the foundation of performance measures under asymmetric returns
CS Pedersen, SE Satchell
Quantitative Finance 2, 217-223, 2002
1312002
The hazards of doing a PhD: an analysis of completion and withdrawal rates of British PhD students in the 1980s
LL Booth, SE Satchell
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 1995
1241995
An extended family of financial-risk measures
CS Pedersen, SE Satchell
The Geneva Papers on Risk and Insurance Theory 23 (2), 89-117, 1998
1201998
An assessment of the economic value of non‐linear foreign exchange rate forecasts
S Satchell, A Timmermann
Journal of Forecasting 14 (6), 477-497, 1995
1051995
Apprenticeships and job tenure
AL Booth, SE Satchell
Oxford Economic Papers, 676-695, 1994
881994
Financial competence and expectations formation: Evidence from Australia
H Bateman, C Eckert, J Geweke, J Louviere, S Thorp, S Satchell
Economic Record 88 (280), 39-63, 2012
832012
Diversification when it hurts? The joint distributions of real estate and equity markets
J Knight, C Lizieri, S Satchell
Journal of Property Research 22 (04), 309-323, 2005
802005
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 …
S Hwang, SE Satchell
Journal of Banking & Finance 24 (5), 759-785, 2000
742000
How loss averse are investors in financial markets?
S Hwang, SE Satchell
Journal of Banking & Finance 34 (10), 2425-2438, 2010
662010
Tracking error: Ex ante versus ex post measures
SE Satchell, S Hwang
Journal of Asset Management 2 (3), 241-246, 2001
642001
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