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~person:"Lee, Hsiang-tai"
~subject:"Derivat"
~subject:"Schätzung"
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Search: subject_exact:"Rohstoff-Hedging"
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Lee, Hsiang-tai
Lien, Da-hsiang Donald
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22
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16
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The journal of futures markets
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ECONIS (ZBW)
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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:
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