haku: @author Satchell, S.E. / yhteensä: 5
viitteet: 1-5 / 5
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1.
Skew Brownian motion and pricing European options
European Journal of Finance
2007 : JUL/SEP, VOL. 13:5-6, p. 523-544
 2007 Corns, T.R.A.
Satchell, S.E.
2.
Asymmetry and downside risk in foreign exchange markets
European Journal of Finance
2006 : JUN, VOL. 12:4, p. 313-332
 2006 Bond, S.A.
Satchell, S.E.
3.
New test statistics for market timing with applications to emerging markets hedge funds
European Journal of Finance
2005 : OCT, VOL. 11:5, p. 419-443
 2005 Sancetta, A.
Satchell, S.E.
4.
On the volatility of measures of financial risk: an investigation using returns from European markets
European Journal of Finance
2000 : MAR, VOL. 6:1, p. 18-38
 2000 Eftekhari, B.
Pedersen, C.S.
Satchell, S.E.
5.
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
Journal of Banking and Finance
2000 : MAY, VOL. 24:5, p. 759-785
 2000 Hwang, S.
Satchell, S.E.
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