//--> //--> //--> //-->
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:"The journal of futures markets"
~language:"eng"
~person:"Brorsen, B. Wade"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~source:"econis"
~type_genre:"Article in journal"
~type_genre:"Article"
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:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Hedging
38
Theorie
38
Theory
38
Derivat
26
Derivative
26
USA
20
United States
20
Commodity exchange
10
Warenbörse
10
Commodity derivative
4
Currency derivative
4
Estimation theory
4
Futures
4
Getreide
4
Grain
4
Index
4
Index number
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Rohstoffderivat
4
Schätztheorie
4
Währungsderivat
4
Börsenkurs
3
Estimation
3
Maismarkt
3
Maize market
3
Risikoaversion
3
Risk aversion
3
Schätzung
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
Welt
3
World
3
ARCH model
2
ARCH-Modell
2
Capital market returns
2
Cointegration
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
63
Language
All
English
Author
All
Brorsen, B. Wade
Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Webb, Robert I.
29
Frino, Alex
19
Fung, Joseph K. W.
18
Tse, Yiuman
18
Wang, George H. K.
16
Daigler, Robert T.
15
Gay, Gerald D.
14
Zhang, Jin E.
14
Ryu, Doojin
13
Kang, Jangkoo
12
Kit, Pong Wong
12
Kolb, Robert W.
12
Locke, Peter R.
11
Chou, Robin K.
10
Chung, San-lin
10
Ma, Christopher K.
10
Chatrath, Arjun
9
Kurov, Alexander
9
Ap Gwilym, Owain
8
Chance, Don M.
8
Hung, Mao-Wei
8
Shrestha, Keshab
8
Simon, David P.
8
Wang, Yaw-huei
8
Bali, Turan G.
7
Câmara, António
7
Edwards, Franklin R.
7
Fung, Hung-gay
7
Kahl, Kandice H.
7
Krehbiel, Timothy L.
7
Lepone, Andrew
7
Liao, Szu-Lang
7
Luo, Xingguo
7
Milonas, Nikolaos T.
7
Schneeweis, Thomas
7
Whaley, Robert E.
7
Yang, Jian
7
Chung, Huimin
6
more ...
less ...
Published in...
All
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
Economics letters
19
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
19
Applied economics
18
Econometric reviews
17
The North American journal of economics and finance : a journal of financial economics studies
15
American journal of agricultural economics
13
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
13
International review of financial analysis
12
Public choice
12
The econometrics journal
12
Journal of institutional and theoretical economics : JITE
11
Journal of agricultural and applied economics
10
Journal of agricultural and applied economics : JAEE
10
Journal of applied econometrics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Agricultural economics : the journal of the International Association of Agricultural Economists
8
Applied financial economics
8
Journal of economic behavior & organization : JEBO
8
Finance research letters
7
International economic review
7
Education economics
6
European economic review : EER
6
International review of economics : journal of civil economy
6
Journal of economic surveys
6
New Zealand economic papers
6
Oxford bulletin of economics and statistics
6
Review of quantitative finance and accounting
6
Agricultural finance review
5
Applied economics letters
5
Canadian journal of agricultural economics : CJAE
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of cultural economics
5
Journal of forecasting
5
Kyklos : international review for social sciences
5
Research policy : policy, management and economic studies of science, technology and innovation
5
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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:
6
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:
7
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:
8
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:
9
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
10
Effects of omitting information variables on optimal hedge ratio estimation : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 795-800
Persistent link: https://www.econbiz.de/10003985095
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->