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Forecasting model
Theorie
128
Theory
128
Hedging
91
Derivat
53
Derivative
53
China
50
Volatility
41
Börsenkurs
39
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39
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37
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37
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35
Estimation
32
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32
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28
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28
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26
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26
Aktienmarkt
22
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22
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22
Rohstoffderivat
22
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22
Stock market
22
Portfolio selection
21
Portfolio-Management
21
Singapore
21
Singapur
21
ARCH model
17
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17
Taiwan
15
Time series analysis
15
Zeitreihenanalyse
15
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14
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14
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14
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14
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14
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English
14
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Lien, Da-hsiang Donald
9
Tse, Yiu Kuen
6
Mariano, Roberto S.
3
Ghosh, Sucharita
2
Indriawan, Ivan
2
Xu, Yahua
2
Bouri, Elie
1
Chang, Shu-Lien
1
Christoffersen, Peter F.
1
Diebold, Francis X.
1
Dong, Yingjie
1
Lee, Hsiu-chuan
1
Mariano, Roberto S
1
Roh, Tai-Yong
1
Root, Thomas H.
1
Roubaud, David
1
Shahzad, Syed Jawad Hussain
1
Tay, Anthony S. A.
1
Wen, Zhuzhu
1
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Journal of forecasting
4
Applied economics
2
Economics letters
1
Finance research letters
1
International review of financial analysis
1
Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore Ser.
1
Lecture notes series
1
Lecture notes series / Institute for Mathematical Sciences, National University of Singapore
1
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ECONIS (ZBW)
14
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1
Forecasting the Nikkei Spot Index with fractional cointegartion
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of forecasting
18
(
1999
)
4
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001434450
Saved in:
2
Econometric forecasting and high-frequency data analysis
Mariano, Roberto S.
(
ed.
);
Tse, Yiu Kuen
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003692148
Saved in:
3
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
4
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
Saved in:
5
Forecasting with preliminary data : a comparison of two methods
Ghosh, Sucharita
;
Lien, Da-hsiang Donald
- In:
Applied economics
33
(
2001
)
6
,
pp. 721-726
Persistent link: https://www.econbiz.de/10001575685
Saved in:
6
Forecasting with preliminary data
Ghosh, Sucharita
- In:
Journal of forecasting
16
(
1997
)
7
,
pp. 463-473
Persistent link: https://www.econbiz.de/10001233085
Saved in:
7
Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
Root, Thomas H.
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
2
,
pp. 117-133
Persistent link: https://www.econbiz.de/10001769973
Saved in:
8
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
9
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
10
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
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