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~isPartOf:"Journal of multinational financial management"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"est"
~person:"Lien, Da-hsiang Donald"
~person:"Ma, Christopher K."
~subject:"Schätzung"
~subject:"World"
~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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Schätzung
World
Hedging
38
Theorie
38
Theory
38
Derivat
23
Derivative
23
USA
14
United States
14
Commodity exchange
9
Warenbörse
9
Estimation theory
5
Futures
5
Portfolio selection
5
Portfolio-Management
5
Schätztheorie
5
Börsenkurs
4
Commodity derivative
4
Currency derivative
4
Public bond
4
Risiko
4
Risk
4
Rohstoffderivat
4
Share price
4
Währungsderivat
4
Öffentliche Anleihe
4
Estimation
3
Gold
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Index
3
Index futures
3
Index number
3
Index-Futures
3
Interest rate derivative
3
Risikoaversion
3
Risk aversion
3
Statistical distribution
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Statistische Verteilung
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Welt
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ARCH model
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Article in journal
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Forschungsbericht
Government document
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Language
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English
Estonian
Author
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Lien, Da-hsiang Donald
Ma, Christopher K.
Moshirian, Fariborz
13
Wang, George H. K.
6
Frino, Alex
5
Ryu, Doojin
4
Shrestha, Keshab
4
Chiarella, Carl
3
Ferreira, Miguel A.
3
Fonseca, José da
3
Gay, Gerald D.
3
Gupta, Rangan
3
Han, Liyan
3
Heaney, Richard A.
3
Kang, Jangkoo
3
Krehbiel, Timothy L.
3
Lai, Yu-Sheng
3
Lee, Chun I.
3
Lim, Kian-Guan
3
Ramchander, Sanjay
3
Robe, Michel A.
3
Sarno, Lucio
3
Tai, Chu-sheng
3
Webb, Robert I.
3
Zaatour, Riadh
3
Aboura, Sofiane
2
Adkins, Lee Chester
2
Agarwalla, Sobhesh Kumar
2
Arvin, B. Mak
2
Bahloul, Walid
2
Blenman, Lloyd P.
2
Brailsford, Timothy J.
2
Chatrath, Arjun
2
Chi, Yeguang
2
Cosset, Jean-Claude
2
Cotter, John
2
Cuñado Eizaguirre, Juncal
2
Daigler, Robert T.
2
Dewandaru, Ginanjar
2
Dhaene, Geert
2
Ederington, Louis H.
2
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Journal of multinational financial management
The journal of futures markets
Applied economics
4
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Finance research letters
2
International review of financial analysis
2
Journal of forecasting
2
Pacific-Basin finance journal
2
Advances in investment analysis and portfolio management : a research annual
1
Energy economics
1
International journal of business
1
International journal of managerial finance : IJMF
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of population economics
1
Journal of the American Real Estate & Urban Economics Association
1
Review of Pacific Basin financial markets and policies
1
The International trade journal
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of socio-economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Zi you zhong guo zhi gong ye
1
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ECONIS (ZBW)
5
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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
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:
3
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:
4
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:
5
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
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