Stephen E. Satchell

Economics and Econometrics · with Knight · 2002–2004

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 5 citations into it; #13,867 of 23,481 by trust here, #20,730 by citations

Whom Stephen E. Satchell trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew J. Patton

Who trusts Stephen E. Satchell overall

1. Rakesh Gupta
2. A. Durre
3. Jun Yu
4. Andrew J. Patton
5. Rustam Ibragimov
6. P. Giot
7. P. Basu
8. Theodore Syriopoulos
9. Goeran Kauermann
10. D. Diers

Papers from Stephen E. Satchell's perspective

Ordered by how strongly the researchers Stephen E. Satchell trusts endorse each paper. Same corpus, a different order for every researcher.

1. Extreme Correlation of International Equity Markets
2. Conditional Dependency of Financial Series: An Application of Copulas
3. An Introduction to Copulas
4. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
5. Generalized autoregressive conditional heteroskedasticity
6. A test for constant correlations in a multivariate GARCH model
7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
9. The Pricing of Options and Corporate Liabilities
10. Statistical Inference Using Extreme Order Statistics

Their papers

• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (2004) — 287 citations
• Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (2002) — 46 citations
• Introductory Econometrics for Finance. (2003) — 540 citations