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~language:"eng"
~person:"Lee, Hsiang-Tai"
~subject:"Financial analysis"
~subject:"Futures"
~type_genre:"Aufsatz in Zeitschrift"
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2002-2011
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Aufsatz in Zeitschrift
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Lee, Hsiang-Tai
Lien, Da-hsiang Donald
10
Lai, Yu-Sheng
6
Frino, Alex
4
Lee, Cheng F.
4
Sheu, Her-jiun
4
Gupta, Kapil
3
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Neely, Christopher J.
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2
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2
Holmes, Philip
2
In, Francis Haeuck
2
Jackson, Aaron L.
2
Jose, Babu
2
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2
Konteos, George
2
Lee, Hsiang-tai
2
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Lu, Xinsheng
2
McMillan, David G.
2
Park, Sung Y.
2
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2
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2
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2
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Applied financial economics letters
1
Global business and finance review
1
International review of financial analysis
1
Journal of empirical finance
1
The journal of futures markets
1
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ECONIS (ZBW)
5
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1
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
2
An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global business and finance review
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012121320
Saved in:
3
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
4
Optimal futures hedging under jump switching dynamics
Lee, Hsiang-Tai
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 446-456
Persistent link: https://www.econbiz.de/10003856819
Saved in:
5
The effects of asymmetries and regime switching on optimal futures hedging
Lee, Hsiang-Tai
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 133-136
Persistent link: https://www.econbiz.de/10003725345
Saved in:
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