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~person:"Lee, Hsiu-chuan"
~person:"Li, Pan"
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Index futures
5
Index-Futures
5
Capital income
3
Estimation
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Schätzung
3
Volatility
3
Volatilität
3
Aktienindex
2
Börsenkurs
2
Share price
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VIX futures
2
ARCH model
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ARCH-Modell
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Aktienmarkt
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Anlageverhalten
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Behavioural finance
1
COBE-implied volatility index
1
Capital market returns
1
Cointegration
1
Commodity derivative
1
Derivat
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Derivative
1
GARCH-MIDAS model
1
Hedging
1
Hedging effectiveness
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Historical high
1
Index
1
Index derivative
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Index futures return predictability
1
Index number
1
Indexderivat
1
Kapitalmarktrendite
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Kointegration
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Lee, Hsiu-chuan
Li, Pan
Ryu, Doojin
11
Koutmos, Gregory
5
Gao, Bin
4
Hou, Yang
4
Lau, Chi Keung
4
Lee, Cheng F.
4
Qiao, Gaoxiu
4
Xiong, Xiong
4
Yang, Heejin
4
Yarovaya, Larisa
4
Zhang, Jin E.
4
Zhang, Wei
4
Antoniou, Antonios
3
Brzeszczyński, Janusz
3
Fernandez, M. Angeles
3
Han, Qian
3
Irwin, Scott H.
3
Jian, Zhihong
3
Lee, Jaeram
3
Li, Steven
3
Liang, Jufang
3
Liao, Tzu-Hsiang
3
Lien, Da-hsiang Donald
3
Ma, Feng
3
Pescetto, Gioia
3
Robles-Fernandez, M. Dolores
3
Yu, Jinyoung
3
Zhu, Zhican
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Agrawal, Puja
2
Alemany, Nuria
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Aragó, Vicent
2
Avellaneda, Marco
2
Banerjee, Ameet Kumar
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Chen, Jing
2
Cortazar, Gonzalo
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Delatte, Anne-Laure
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Dempsey, Michael
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Applied economics letters
1
Journal of forecasting
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
3
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
4
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
5
Overnight returns of industry exchange-traded funds, investor sentiment, and futures market returns
Lee, Yun-Huan
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1114-1134
Persistent link: https://www.econbiz.de/10013287919
Saved in:
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