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~person:"Tse, Yiu Kuen"
~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
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Tse, Yiu Kuen
Lien, Da-hsiang Donald
44
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27
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26
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22
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17
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International review of economics & finance : IREF
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Journal of economic surveys
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The journal of futures markets
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ECONIS (ZBW)
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1
A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003298476
Saved in:
2
Some recent developments in futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 121-160)
.
2003
Persistent link: https://www.econbiz.de/10001932658
Saved in:
3
Some recent developments in futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 357-396
Persistent link: https://www.econbiz.de/10001686261
Saved in:
4
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
5
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
6
A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
Saved in:
7
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
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