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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Pestieau, Pierre"
~subject:"Volatilität"
~type:"article"
~type_genre:"Article in journal"
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Volatilität
Theorie
312
Theory
312
Volatility
96
Hedging
90
Estimation
64
Schätzung
63
ARCH model
57
ARCH-Modell
57
USA
54
United States
54
Derivat
52
Derivative
52
Welt
48
World
48
Börsenkurs
47
Share price
47
China
45
Estimation theory
44
Schätztheorie
44
Portfolio selection
43
Portfolio-Management
43
Capital income
39
Kapitaleinkommen
39
Time series analysis
39
Zeitreihenanalyse
39
Optimal taxation
35
Optimale Besteuerung
35
Commodity derivative
34
Forecasting model
34
Prognoseverfahren
34
Rohstoffderivat
34
Stochastic process
31
Stochastischer Prozess
31
Overlapping Generations
25
Overlapping generations
25
Risk
24
Mortality
23
Risiko
23
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23
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9
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96
Aufsatz im Buch
2
Bibliografie enthalten
2
Bibliography included
2
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2
Article
1
Systematic review
1
Übersichtsarbeit
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Language
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English
Author
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Lien, Da-hsiang Donald
McAleer, Michael
Pestieau, Pierre
Gupta, Rangan
154
Bouri, Elie
91
Ma, Feng
90
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
62
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
50
Wohar, Mark E.
49
McMillan, David G.
48
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Andersen, Torben
39
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Salisu, Afees A.
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Roubaud, David
34
Todorov, Viktor
34
Ji, Qiang
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Hamori, Shigeyuki
31
Zhang, Jin E.
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Serletis, Apostolos
30
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Econometric reviews
12
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
5
Journal of risk and financial management : JRFM
5
Energy economics
4
Applied economics
3
Econometrics : open access journal
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Finance research letters
2
International journal of forecasting
2
International review of financial analysis
2
Journal of economic surveys
2
Risks : open access journal
2
The econometrics journal
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Annals of financial economics
1
Computational economics
1
Econometric theory
1
Economic modelling
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
1
International journal of managerial finance : IJMF
1
Journal of emerging markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The energy journal
1
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ECONIS (ZBW)
96
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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
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
9
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:
10
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
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