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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~source:"econis"
~type_genre:"Article in journal"
~type_genre:"Article"
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Hedging
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Webb, Robert I.
30
Frino, Alex
19
Fung, Joseph K. W.
18
Tse, Yiuman
18
Wang, George H. K.
16
Daigler, Robert T.
15
Koop, Gary
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Wang, Hansheng
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Zhang, Jin E.
14
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Ryu, Doojin
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Imbens, Guido
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10
Chung, San-lin
10
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10
Li, Qi
10
Ma, Christopher K.
10
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9
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9
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9
Westerlund, Joakim
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Ap Gwilym, Owain
8
Bali, Turan G.
8
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8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of futures markets
Econometric theory
67
Journal of econometrics
66
International review of economics & finance : IREF
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
19
Economics letters
18
Econometric reviews
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics
12
Public choice
12
The econometrics journal
12
International review of financial analysis
11
Journal of institutional and theoretical economics : JITE
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of applied econometrics
8
Journal of economic behavior & organization : JEBO
8
Finance research letters
7
International economic review
7
Applied financial economics
6
Education economics
6
European economic review : EER
6
International review of economics : journal of civil economy
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Journal of economic surveys
6
New Zealand economic papers
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Oxford bulletin of economics and statistics
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Review of quantitative finance and accounting
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Journal of cultural economics
5
Kyklos : international review for social sciences
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Research policy : policy, management and economic studies of science, technology and innovation
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The American economic review
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The Economists' voice
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The journal of socio-economics
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Defence and peace economics
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European journal of political economy
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European management review : the journal of the European Academy of Management
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Journal of development economics
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Journal of economic literature
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Journal of economic psychology : research in economic psychology and behavioral economics
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ECONIS (ZBW)
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1
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
2
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:
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
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:
6
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:
7
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
8
Dynamic and asymmetric dependences between Chinese Yuan and other Asia-Pacific currencies
Lien, Da-hsiang Donald
;
Wu, Chongfeng
;
Li, Yang
;
Zhou, …
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 696-723
Persistent link: https://www.econbiz.de/10009779089
Saved in:
9
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:
10
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Saved in:
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