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~person:"Drakos, Anastassios A."
~person:"Lai, Yu-Sheng"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Capital income
3
Index futures
3
Index-Futures
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Equity Index Futures
2
Estimation
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Hedging
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Schätzung
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1993-2003
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Autocorrelation
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Autokorrelation
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Börsenkurs
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Derivat
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Derivative
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Forecasting model
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Futures
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Futures Hedging Performance
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GARCH
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Heteroscedasticity
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Heteroskedastizität
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High-Frequency Data
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Minimum-Variance Hedge Ratio
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Minimumvariance Hedge Ratio
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Multivariate Realized Volatility
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Prognoseverfahren
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Drakos, Anastassios A.
Lai, Yu-Sheng
Bamberg, Günter
5
Chernov, Mikhail
5
Röder, Klaus
5
Broadie, Mark
4
Goetzmann, William N.
4
Lam, Kin
4
Massa, Massimo
4
Orłowski, Piotr
4
Shaikh, Imlak
4
Chen, Jeng-Hong
3
Fournier, Mathieu
3
Jacobs, Kris
3
Johannes, Michael
3
Lee, Hsiu-chuan
3
Peterson, David R.
3
Siddiqi, Hammad
3
Ziemba, William T.
3
Äijö, Janne
3
Antoniou, Antonios
2
Brzeszczyński, Janusz
2
Chordia, Tarun
2
Dimpfl, Thomas
2
Doran, James S.
2
Durham, J. Benson
2
Dzhabarov, Constantine
2
Fengler, Matthias R.
2
Ford, James L.
2
Heo, Ji-Hun
2
Herwartz, Helmut
2
Hou, Yang
2
Hu, Guanglian
2
Johnson, Jackie
2
Jumah, Adusei
2
Koutmos, Gregory
2
Kunst, Robert M.
2
Kurov, Alexander
2
Lai, Hung-Cheng
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Lau, Chi Keung
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Lee, Yun-Huan
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The empirical economics letters : a monthly international journal of economics
2
Applied financial economics
1
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ECONIS (ZBW)
3
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1
Measuring conditional hedging effectiveness : a GARCH approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10012006781
Saved in:
2
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Saved in:
3
The impact of stock incremental information on the volatility of the Athens stock exchange
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
;
Volis, …
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 413-424
Persistent link: https://www.econbiz.de/10003446057
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