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~person:"Lai, Yu-Sheng"
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Capital income
2
Equity Index Futures
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Hedging
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Kapitaleinkommen
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Lai, Yu-Sheng
Tse, Yiuman
21
Ryu, Doojin
20
Röder, Klaus
17
Kempf, Alexander
16
Bamberg, Günter
15
Engle, Robert F.
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Fung, Joseph K. W.
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Jackwerth, Jens Carsten
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Perrakis, Stylianos
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Frino, Alex
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Gannon, Gerard L.
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Todorov, Viktor
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Wang, George H. K.
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Whaley, Robert E.
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Cheng, Louis T. W.
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Dorfleitner, Gregor
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Kurov, Alexander
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Lee, Cheng F.
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Mittnik, Stefan
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Noh, Jaesun
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Wang, Janchung
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Ackert, Lucy F.
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Antoniou, Antonios
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Bohl, Martin T.
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Chung, Huimin
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Han, Qian
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Kane, Alex
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Koutmos, Gregory
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McMillan, David G.
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Shaikh, Imlak
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Ap Gwilym, Owain
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Booth, G. Geoffrey
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Guidolin, Massimo
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Hou, Yang
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Lam, Kin
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Lien, Da-hsiang Donald
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Puttonen, Vesa
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Subrahmanyam, Avanidhar
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Tian, Yisong Sam
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The empirical economics letters : a monthly international journal of economics
2
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ECONIS (ZBW)
2
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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
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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
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