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Statistical properties of post-sample hedging effectiveness
Lien, Da-hsiang Donald - In: International review of financial analysis 16 (2007) 3, pp. 293-300
Persistent link: https://www.econbiz.de/10003510461
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Effects of omitting information variables on optimal hedge ratio estimation : a note
Lien, Da-hsiang Donald - In: The journal of futures markets 30 (2010) 8, pp. 795-800
Persistent link: https://www.econbiz.de/10003985095
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The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald - In: The journal of futures markets 16 (1996) 7, pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
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Multiperiod hedging in the presence of conditional heteroskedasticity
Lien, Da-hsiang Donald - In: The journal of futures markets 14 (1994) 8, pp. 927-955
Persistent link: https://www.econbiz.de/10001173366
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A remark on "An advantage of the linear probability model over probit or logit"
Lien, Da-hsiang Donald - In: Oxford bulletin of economics and statistics 52 (1990) 2, pp. 223-225
Persistent link: https://www.econbiz.de/10001083723
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Estimating cash settlement price : the bootstrap and other estimators
Cita, John - In: The journal of futures markets 17 (1997) 6, pp. 617-632
Persistent link: https://www.econbiz.de/10001228030
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Missing measurements in discrete response models
Lien, Da-hsiang Donald - In: Economics letters 32 (1990) 3, pp. 231-235
Persistent link: https://www.econbiz.de/10001088840
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Missing measurements in limited dependent variable models
Lien, Da-hsiang Donald - In: Economics letters 1 (1988), pp. 33-36
Persistent link: https://www.econbiz.de/10001042731
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On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali; Lien, Da-hsiang Donald - In: Applied economics letters 23 (2016) 13/15, pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
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A modified ADF test for geometric ARMA processes
Firoozi, Fathali; Lien, Da-hsiang Donald - In: International journal of business and economics 15 (2016) 2, pp. 173-179
Persistent link: https://www.econbiz.de/10011612871