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~isPartOf:"The journal of futures markets"
~person:"Chang, Chia-Lin"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~person:"Mignon, Valérie"
~subject:"Estimation theory"
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Chang, Chia-Lin
Kerstan, Friedhelm
Lien, Da-hsiang Donald
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The journal of futures markets
International review of financial analysis
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1
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
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2
The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
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3
Multiperiod hedging in the presence of conditional heteroskedasticity
Lien, Da-hsiang Donald
- In:
The journal of futures markets
14
(
1994
)
8
,
pp. 927-955
Persistent link: https://www.econbiz.de/10001173366
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