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~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~source:"econis"
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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
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The journal of futures markets
Cowles Foundation discussion paper
248
Cowles Foundation Discussion Paper
119
Working paper / Institute for Empirical Research in Economics, University of Zürich
88
Econometric theory
69
Journal of econometrics
66
CESifo working papers
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International review of economics & finance : IREF
33
CESifo Working Paper Series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Kyklos : international review for social sciences
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Homo oeconomicus : HOE ; journal of behavioral and institutional economics
19
Economics letters
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Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Public choice
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Applied economics
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The econometrics journal
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The economic journal : the journal of the Royal Economic Society
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Working paper
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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International review of financial analysis
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Journal of institutional and theoretical economics : JITE
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Journal of economic literature
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Working paper series / University of Zurich, Department of Economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper and working paper series / QUT School of Economics and Finance
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Discussion papers / Department of Economics, University of Saarland
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Journal of applied econometrics
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Journal of economic behavior & organization : JEBO
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Discussion paper series / IZA
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Finance research letters
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IEW Working Paper
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International economic review
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Oxford bulletin of economics and statistics
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Applied financial economics
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Education economics
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European economic review : EER
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International review of economics : journal of civil economy
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ECONIS (ZBW)
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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
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:
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