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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"est"
~person:"Daigler, Robert T."
~person:"Lien, Da-hsiang Donald"
~person:"Ma, Christopher K."
~subject:"Börsenkurs"
~subject:"Index-Futures"
~subject:"Theorie"
~subject:"USA"
~subject:"Welt"
~subject:"Zinsderivat"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Börsenkurs
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39
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27
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Daigler, Robert T.
Lien, Da-hsiang Donald
Ma, Christopher K.
Ryu, Doojin
17
Moshirian, Fariborz
15
Tse, Yiuman
15
Wang, George H. K.
15
Frino, Alex
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Brorsen, B. Wade
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Fung, Hung-gay
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Hung, Mao-Wei
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Kahl, Kandice H.
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6
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of multinational financial management
The journal of futures markets
International review of economics & finance : IREF
16
Applied economics
8
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
7
Review of quantitative finance and accounting
6
Journal of economics and finance
5
Advances in futures and options research : a research annual
4
Economics letters
4
Finance research letters
4
Journal of banking & finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Journal of forecasting
3
Research in finance
3
The financial review : the official publication of the Eastern Finance Association
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Energy economics
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Journal of regulatory economics
2
Pacific economic review
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Pacific-Basin finance journal
2
The journal of finance : the journal of the American Finance Association
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The journal of socio-economics
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The journal of trading
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Algorithmic finance
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Applied financial economics
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Applied mathematical finance
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Contemporary economic policy : a journal of Western Economic Association International
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Economic modelling
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Economics of education review
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Education economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Equity markets
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Global finance journal
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International journal of banking, accounting and finance
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International journal of business
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ECONIS (ZBW)
65
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1
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65
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1
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
2
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
3
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
4
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
5
Depth characteristics for the electronic futures limit order book
Aidov, Alexandre
;
Daigler, Robert T.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 542-560
Persistent link: https://www.econbiz.de/10011405409
Saved in:
6
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
7
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
8
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
9
The return-implied volatility relation for commodity ETFs
Padungsaksawasdi, Chaiyuth
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 261-281
Persistent link: https://www.econbiz.de/10010355434
Saved in:
10
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
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