Books by Stephen E. Satchell

Reversing the regressor

Approximating the finite sample distribution for maximum likelihood estimators in an MA(1) model

A demystification of the Black-Littermann model

Some statistics for testing the influence of the number of transactions on the distributions of returns

Some statistics for testing the influence of the number of transations on the distribution of returns

Source and subgroup decomposition inequalities for the Lorenz curve

Some properties of Telser's estimator for seemingly unrelated regression models

Approximation to the finite sample distribution for non-stable first order stochastic difference equations