Stephen Satchell

Available identifiers

Publication	Date of Publication	Type
Statistical properties of co-quantiles and their applications to momentum spillovers	2024-09-03	Paper
Statistical modelling of asymmetric risk in asset returns	2021-06-18	Paper
Large deviations theorems for optimal investment problems with large portfolios	2012-05-14	Paper
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method	2003-10-21	Paper
A note on Bayesian inference in asset pricing.	2001-01-01	Paper
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product	1998-08-10	Paper
The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model	1996-10-27	Paper
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model	1994-01-13	Paper

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