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Lien, Donald
114
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11
Tse, Yiu Kuen
9
Lien, D.
8
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6
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6
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The journal of futures markets
40
International review of economics & finance : IREF
16
Education economics
7
Applied economics
6
International review of financial analysis
6
Applied financial economics
5
Global finance journal
3
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Advances in quantitative analysis of finance and accounting : a research annual
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Contemporary economic policy : a journal of Western Economic Association International
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Economics of education review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of business and economics
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International journal of financial markets and derivatives
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International journal of industrial organization
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Journal of population economics : journal of the European Society for Population Economics (ESPE)
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Oxford bulletin of economics and statistics
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1
Fractional Cointegration and Futures Hedging
Lien, Donald
;
Tse, Yiu Kuen
- In:
The journal of futures markets
19
(
1999
)
4
,
pp. 457-474
Persistent link: https://www.econbiz.de/10007340383
Saved in:
2
Hedging Time-Varying Downside Risk
Lien, Donald
;
Tse, Yiu Kuen
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10007352621
Saved in:
3
Hedging downside risk: futures vs. options
Lien, Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
10
(
2001
)
2
,
pp. 159-170
Persistent link: https://www.econbiz.de/10007670983
Saved in:
4
Hedging downside risk with futures contracts
Lien, Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10007681034
Saved in:
5
Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K.W.
;
Lien, Donald
;
Tse, Yiuman
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
14
(
2005
)
4
,
pp. 415-426
Persistent link: https://www.econbiz.de/10007639028
Saved in:
6
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract
Lien, Donald
;
Tse, Yiu Kuen
- In:
Journal of empirical finance
9
(
2002
)
4
,
pp. 361-372
Persistent link: https://www.econbiz.de/10007234582
Saved in:
7
A survey on physical delivery versus cash settlement in futures contracts
Lien, Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10007634999
Saved in:
8
Modelling Reverse Mortgages
Kuen, Tse Yiu
- In:
Asia Pacific journal of management : APJM ; a …
12
(
1995
)
2
,
pp. 79-96
Persistent link: https://www.econbiz.de/10006404146
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9
THE LEAD-LAG RELATION BETWEEN THE S&P500 SPOT AND FUTURES MARKETS: AN INTRADAY-DATA ANALYSIS USING A THRESHOLD REGRESSION MODEL
TSE, YIU-KUEN
;
CHAN, WAI-SUM
- In:
The Japanese economic review : the journal of the …
61
(
2010
)
1
,
pp. 133-145
Persistent link: https://www.econbiz.de/10008383666
Saved in:
10
Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach
Tse, Yiu-kuen
;
Yang, Thomas Tao
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 533-546
Persistent link: https://www.econbiz.de/10010033530
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