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~person:"Lien, Da-hsiang Donald"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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47
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47
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46
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33
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33
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11
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8
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8
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5
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5
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Lien, Da-hsiang Donald
McAleer, Michael
41
Broll, Udo
35
Benth, Fred Espen
31
Chang, Chia-Lin
28
Gouriéroux, Christian
27
Kit, Pong Wong
25
Jarrow, Robert A.
24
Härdle, Wolfgang
23
Platen, Eckhard
22
Hull, John
20
Irwin, Scott H.
20
Webb, Robert I.
20
Subrahmanyam, Marti G.
19
Fabozzi, Frank J.
18
Frino, Alex
18
García, Philip
18
Wolfers, Justin
18
Korn, Olaf
17
Ryu, Doojin
17
Prokopczuk, Marcel
16
Brigo, Damiano
15
Burnside, Craig
15
Carr, Peter
15
Stulz, René M.
15
Tse, Yiuman
15
Wang, Xingchun
15
White, Alan
15
Acharya, Viral V.
14
Brooks, Robert
14
Faff, Robert W.
14
Gannon, Gerard L.
14
Monfort, Alain
14
Pelizzon, Loriana
14
Whaley, Robert E.
14
Joshi, Mark S.
13
Kavussanos, Manolis G.
13
Odening, Martin
13
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13
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The journal of futures markets
25
International review of economics & finance : IREF
6
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Research in finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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ECONIS (ZBW)
58
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1
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10
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58
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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
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
3
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:
4
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
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
Ledger provision in hog marketing contracts
Hennessy, David A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002089824
Saved in:
7
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
8
The effects skewness on optimal production and hedging decisions : an application of the skew-normal distribution
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 278-289
Persistent link: https://www.econbiz.de/10003962522
Saved in:
9
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:
10
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:
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