//--> //--> //--> //-->
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:"Lien, Da-hsiang Donald"
~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Risk"
~subject:"Welt"
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:"Financial+hedging"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Derivat
Risk
Welt
Hedging
88
Theorie
55
Theory
55
Derivative
39
Commodity derivative
11
Futures
11
Rohstoffderivat
11
Portfolio selection
10
Portfolio-Management
10
USA
10
United States
10
Currency derivative
8
Währungsderivat
8
ARCH-Modell
5
Cointegration
5
Index futures
5
Index-Futures
5
Kointegration
5
Risiko
5
Volatility
5
Volatilität
5
World
5
Estimation
4
Estimation theory
4
Option trading
4
Optionsgeschäft
4
Schätztheorie
4
Schätzung
4
Currency option
3
Devisenoption
3
Liquidity constraint
3
Liquiditätsbeschränkung
3
Nutzenfunktion
3
Risikoaversion
3
Risk aversion
3
Statistical distribution
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Aufsatz im Buch
3
Book section
3
Language
All
English
49
Author
All
Lien, Da-hsiang Donald
Broll, Udo
42
Kit, Pong Wong
27
Hull, John
26
Giglio, Stefano
20
Hammoudeh, Shawkat
17
McAleer, Michael
17
Bouri, Elie
15
Kang, Sang Hoon
14
Kelly, Bryan T.
14
Korn, Olaf
14
Fabozzi, Frank J.
13
Mensi, Walid
13
Chang, Chia-Lin
12
Conlon, Thomas
12
Cotter, John
12
Engle, Robert F.
12
Alghalith, Moawia
11
Kavussanos, Manolis G.
11
Shiller, Robert J.
11
Dew-Becker, Ian
10
Godin, Frédéric
10
Minton, Bernadette A.
10
Tan, Ken Seng
10
Welzel, Peter
10
Zilcha, Itzhak
10
Agarwal, Vikas
9
Alexander, Carol
9
Benth, Fred Espen
9
Lee, Hsiang-Tai
9
Lo, Andrew W.
9
Lucey, Brian M.
9
Stroebel, Johannes
9
Wahl, Jack E.
9
Yousaf, Imran
9
Blake, David
8
Caballero, Ricardo J.
8
Dark, Jonathan
8
Ghorbel, Ahmed
8
Lee, Heebum
8
more ...
less ...
Published in...
All
The journal of futures markets
22
International review of economics & finance : IREF
4
Applied financial economics
3
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
1
Contributions to financial econometrics : theoretical and practical issues
1
Economics letters
1
Energy economics
1
Finance research letters
1
Financial hedging
1
Global finance journal
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic surveys
1
Pacific economic review
1
Research in finance
1
Risk management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
3
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
4
A note on minimum riskiness hedge ratio
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Finance research letters
15
(
2015
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
Saved in:
5
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
6
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
7
Hedging mismatched currencies with options and futures
Lien, Da-hsiang Donald
;
Tse, Maurice Kwok-Sang
;
Kit, …
- In:
Risk management
,
(pp. 345-357)
.
2010
Persistent link: https://www.econbiz.de/10003988281
Saved in:
8
The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
Saved in:
9
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
10
A note on the hedging effectiveness of GARCH models
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 110-112
Persistent link: https://www.econbiz.de/10003793400
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->