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~language:"eng"
~language:"ita"
~language:"kor"
~person:"Lien, Da-hsiang Donald"
~subject:"Volatilität"
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Volatilität
Theorie
98
Theory
98
Hedging
88
Derivat
50
Derivative
50
China
40
USA
32
United States
32
Börsenkurs
25
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25
Volatility
24
Estimation
23
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23
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23
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23
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22
Rohstoffderivat
22
Capital income
20
Kapitaleinkommen
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18
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Taiwan
14
Anlageverhalten
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Lien, Da-hsiang Donald
McAleer, Michael
299
Gupta, Rangan
238
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
113
Bouri, Elie
112
Diebold, Francis X.
109
Pierdzioch, Christian
105
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
94
Härdle, Wolfgang
83
Bekaert, Geert
81
Koopman, Siem Jan
81
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
71
Tiwari, Aviral Kumar
70
Todorov, Viktor
69
Caporin, Massimiliano
68
McMillan, David G.
67
Lux, Thomas
66
Asai, Manabu
64
Buch, Claudia M.
62
Kočenda, Evžen
62
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
60
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Mensi, Walid
53
Clements, Adam
52
Mumtaz, Haroon
51
Allen, David E.
50
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The North American journal of economics and finance : a journal of financial economics studies
3
International review of financial analysis
2
The journal of futures markets
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Applied financial economics
1
Economic modelling
1
Finance research letters
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of emerging markets
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
24
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
3
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
4
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
5
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
6
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
7
Effectiveness of augmented dollar-cost averaging
Kapalczynski, Anna
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821443
Saved in:
8
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
9
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
10
Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie
;
Lien, Da-hsiang Donald
;
Roubaud, David
; …
- In:
Finance research letters
27
(
2018
),
pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
Saved in:
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