Stephen Satchell

MaRDI QIDQ1918148zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Statistical properties of co-quantiles and their applications to momentum spillovers Communications in Statistics. Theory and Methods	2024-09-03	Paper
Statistical modelling of asymmetric risk in asset returns Applied Mathematical Finance	2021-06-18	Paper
Large deviations theorems for optimal investment problems with large portfolios European Journal of Operational Research	2012-05-14	Paper
Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics	2003-10-21	Paper
A note on Bayesian inference in asset pricing. Econometric Theory	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 Review of Economic Studies	1998-08-10	Paper
The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model Journal of Statistical Planning and Inference	1996-10-27	Paper
Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model Economics Letters	1994-01-13	Paper

Research outcomes over time

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