|
PureBytes Links
Trading Reference Links
|
Didn't see his Volatility indicator discussed. Anyone come across it?
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
To: "Thomas Alexander" <alexander_enterprises@xxxxxxxxx>
Cc: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Monday, August 20, 2001 9:09 AM
Subject: Re: Speaking of volatility
: At 8:40 AM -0700 8/19/01, Thomas Alexander wrote:
:
: >The Rodgers and Satchell papers on the topic may be found in any
: >university business document library. I would enjoy hearing people's
: >insights though. Have fun!
:
:
: That Stephen Satchell guy seems to have some pretty heavy academic
: credentials:
:
: Dr. S. E. Satchell
: Faculty of Economics and Politics
: Fellow of Trinity College
: University of Cambridge
: Cambridge CB3 9DD UK
:
:
: JOURNAL AFFILIATIONS
:
: Editor, Journal of Asset Management
: Editor, Derivatives, Use, Trading and Regulation
: Associate Editor, Journal of Financial Econometrics
: Associate Editor, Applied Financial Economics
: Associate Editor, Journal of Financial Marketing
:
: RESEARCH AFFILIATIONS (past and present)
:
: Academic Advisor, Alpha Strategies
: Advisory Panel, IFC (Subsidiary of the IMF)
: Academic Advisor, Kleinwort Benson Asset Management
: Academic Advisor Kiln Colesworth Stewart (Member's Agents, Lloyds)
: Academic Panel, Panagora Asset Management (1992-1998)
: U.K. Representative, Pension Research Institute (State University
: of California)
: Fellow, Pensions Institute (Birkbeck College)
: Academic Advisor, Quantec
: Academic Panel, State Street Global Advisors
: Research Advisor, Thesys Forecasting
: Honorary Visiting Fellow, Birkbeck College
: Visiting Professor, City University,
: Visiting Professor University of Technology, Sydney.
: Visiting Professor Birkbeck College,
:
: Program Committees
:
: European Meeting of the Econometric Society (1997)
: Forecasting FX Conference organized by Imperial College and B.N.P.
: (1996 to present)
:
: See his home page for links to the names of hundreds of his books
: and papers:
:
: <http://www.econ.cam.ac.uk/faculty/satchell/index.htm>
:
:
: Bob Fulks
:
|