//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"The journal of futures markets"
~person:"Lee, Hsiang-tai"
~subject:"Theorie"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Abfallpolitik" OR "Digitalisierung" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
USA
Hedging
5
ARCH model
4
ARCH-Modell
4
Markov chain
3
Markov-Kette
3
United States
3
Derivat
2
Derivative
2
Estimation
2
Schätzung
2
1989-2004
1
1991-2004
1
1991-2007
1
2001-2010
1
Commodity derivative
1
Correlation
1
Futures
1
Großbritannien
1
Hong Kong
1
Hongkong
1
Index futures
1
Index-Futures
1
Japan
1
Korrelation
1
Mais
1
Maize
1
Multivariate Verteilung
1
Multivariate distribution
1
Nickel
1
Rohstoffderivat
1
Theory
1
United Kingdom
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Lee, Hsiang-tai
Lien, Da-hsiang Donald
29
Kit, Pong Wong
9
Lee, Cheng F.
5
Hayenga, Marvin L.
4
Kolb, Robert W.
4
Malliaris, Anastasios G.
4
Miller, Stephen Ernest
4
Todorova, Neda
4
Broll, Udo
3
Gay, Gerald D.
3
Girma, Paul Berhanu
3
Haigh, Michael S.
3
Hegde, Shantaram P.
3
Herbst, Anthony F.
3
Holt, Matthew T.
3
Koppenhaver, Gary D.
3
Lai, Yu-Sheng
3
Lee, Hsiang-Tai
3
Miffre, Joëlle
3
Mougoué, Mbodja
3
Myers, Robert J.
3
Roca, Eduardo
3
Roon, Frans de
3
Shanker, Latha
3
Sheu, Her-jiun
3
Shrestha, Keshab
3
Tomek, William G.
3
Urrutia, Jorge L.
3
Wang, Changyun
3
Wang, Yaqin
3
Bessler, David A.
2
Boyd, Naomi E.
2
Braga, Francesco S.
2
Brorsen, B. Wade
2
Bryant, Henry L.
2
Caples, Stephen C.
2
Castelino, Mark G.
2
Chance, Don M.
2
Chatrath, Arjun
2
more ...
less ...
Published in...
All
Applied economics
The journal of futures markets
Applied financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal futures hedging under multichain Markov regime switching
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 173-202
Persistent link: https://www.econbiz.de/10010255473
Saved in:
2
A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai
;
Yoder, Jonathan K.
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
Saved in:
3
A copula-based regime-switching GARCH model for optimal futures hedging
Lee, Hsiang-tai
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 946-972
Persistent link: https://www.econbiz.de/10003900947
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->