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Option Valuation Under Stochastic Volatility with Mathematica Code: Alan L. Lewis (2000). Newport Beach, California: Finance Press. ISBN: 0-9676732-0-1
Lien, D. - In: International Review of Economics & Finance 11 (2002) 3, pp. 331-333
Persistent link: https://www.econbiz.de/10005161306
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Impulse responses in a threshold cointegrated system: the case of natural gas markets
Root, T. H.; Lien, D. - In: Applied Financial Economics 13 (2003) 1, pp. 23-35
The response of a futures contract to an exogenous shock may partially depend upon the maturity of the contract. Investigation of the speed with which the contract returns to its long run equilibrium is dependent upon the time series specification of the contract. This paper estimates...
Persistent link: https://www.econbiz.de/10005451951
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Optimal hedging and spreading in cointegrated markets
Lien, Da-Hsiang Donald - In: Economics Letters 40 (1992) 1, pp. 91-95
Persistent link: https://www.econbiz.de/10005296564
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Appropriate scientific research and brain drain : A simple model
Lien, Da-Hsiang Donald - In: Journal of Development Economics 29 (1988) 1, pp. 77-87
Persistent link: https://www.econbiz.de/10005314623
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Corruption and allocation efficiency
Lien, Da-Hsiang Donald - In: Journal of Development Economics 33 (1990) 1, pp. 153-164
Persistent link: https://www.econbiz.de/10005314665
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Economic analysis of brain drain
Lien, Da-Hsiang Donald - In: Journal of Development Economics 25 (1987) 1, pp. 33-43
Persistent link: https://www.econbiz.de/10005314683
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A Remark on 'An Advantage of the Linear Probability Model over Probit or Logit.'.
Lien, Da-Hsiang Donald; Rearden, David - In: Oxford Bulletin of Economics and Statistics 52 (1990) 2, pp. 223-25
Persistent link: https://www.econbiz.de/10005316003
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A note on bimatrix games with an unknown payoff matrix
Lien, Da-Hsiang Donald - In: Economics Letters 19 (1985) 2, pp. 129-132
Persistent link: https://www.econbiz.de/10005362083
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Predicted and actual frequencies in binomial response models
Lien, Da-Hsiang Donald - In: Economics Letters 20 (1986) 1, pp. 49-51
Persistent link: https://www.econbiz.de/10005362360
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Coalitions in competitive bribery games
Lien, Da-Hsiang Donald - In: Mathematical Social Sciences 15 (1988) 2, pp. 189-196
Persistent link: https://www.econbiz.de/10005362482