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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Volatilität
Theorie
329
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329
Estimation theory
101
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101
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90
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90
Hedging
82
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51
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48
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48
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Gupta, Rangan
155
Bouri, Elie
92
Ma, Feng
90
McAleer, Michael
74
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
62
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
50
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Pierdzioch, Christian
42
Caporale, Guglielmo Maria
41
Andersen, Torben
39
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Salisu, Afees A.
36
Yoon, Seong-min
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Balcilar, Mehmet
35
Chevallier, Julien
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Hegerty, Scott W.
35
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Hamori, Shigeyuki
31
Ryu, Doojin
31
Serletis, Apostolos
31
Zhang, Jin E.
31
Asai, Manabu
30
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30
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The North American journal of economics and finance : a journal of financial economics studies
3
Econometric reviews
2
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
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Applied financial economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of managerial finance : IJMF
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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The energy journal
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The financial review : the official publication of the Eastern Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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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ECONIS (ZBW)
30
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30
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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
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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