//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Lee, Hsiang-tai"
~subject:"Derivat"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Rohstoff-Hedging"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Schätzung
Hedging
7
ARCH model
6
ARCH-Modell
6
USA
4
United States
4
Estimation
3
Markov chain
3
Markov-Kette
3
Commodity derivative
2
Correlation
2
Derivative
2
Futures
2
Korrelation
2
Rohstoffderivat
2
1980-2008
1
1989-2004
1
1991-2004
1
1991-2007
1
2001-2010
1
Agrarprodukt
1
Agricultural product
1
Cointegration
1
Großbritannien
1
Hong Kong
1
Hongkong
1
Index futures
1
Index-Futures
1
Japan
1
Kointegration
1
Mais
1
Maize
1
Multivariate Verteilung
1
Multivariate distribution
1
Nickel
1
Theorie
1
Theory
1
United Kingdom
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Glossary included
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Lee, Hsiang-tai
Lien, Da-hsiang Donald
37
Kit, Pong Wong
17
Hull, John
14
Kang, Sang Hoon
12
Mensi, Walid
11
Broll, Udo
10
Hammoudeh, Shawkat
8
Yoon, Seong-min
8
Xuan Vinh Vo
7
Yamada, Yuji
7
Ali, Shoaib
6
Bartram, Söhnke M.
6
Benth, Fred Espen
6
Korn, Olaf
6
Lai, Yu-Sheng
6
Alghalith, Moawia
5
Brown, Gregory W.
5
Cotter, John
5
Fabozzi, Frank J.
5
Leistikow, Dean
5
Lence, Sergio H.
5
Makar, Stephen D.
5
Melʹnikov, Aleksandr V.
5
Nam, Jouahn
5
Nguyen, Hoa
5
Ranasinghe, Tharindra
5
Rossi Júnior, José Luiz
5
Shrestha, Keshab
5
Tse, Yiu Kuen
5
Welzel, Peter
5
Adam-Müller, Axel F. A.
4
Alexander, Carol
4
Bouri, Elie
4
Castelino, Mark G.
4
Choudhry, Taufiq
4
Cifarelli, Giulio
4
Conlon, Thomas
4
Faff, Robert W.
4
Floros, Christos
4
more ...
less ...
Published in...
All
The journal of futures markets
3
Applied economics
1
Applied financial economics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal futures hedging under multichain Markov regime switching
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 173-202
Persistent link: https://www.econbiz.de/10010255473
Saved in:
2
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
3
A copula-based regime-switching GARCH model for optimal futures hedging
Lee, Hsiang-tai
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 946-972
Persistent link: https://www.econbiz.de/10003900947
Saved in:
4
A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai
;
Yoder, Jonathan K.
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
Saved in:
5
A random coefficient autoregressive Markov regime switching model for dynamic futures hedging
Lee, Hsiang-tai
;
Yoder, Jonathan K.
;
Mittelhammer, Ron C.
; …
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 103-129
Persistent link: https://www.econbiz.de/10003303873
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->