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~subject:"Kointegration"
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Kointegration
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Lien, Da-hsiang Donald
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Shrestha, Keshab
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ECONIS (ZBW)
13
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1
Estimating the optimal hedge ratio with focus information criterion
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 1011-1024
Persistent link: https://www.econbiz.de/10003185641
Saved in:
2
Price discovery in energy markets
Shrestha, Keshab
- In:
Energy economics
45
(
2014
),
pp. 229-233
Persistent link: https://www.econbiz.de/10010505388
Saved in:
3
Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003492789
Saved in:
4
Relationship between expected treasury bill and Eurodollar interest rates : a fractional cointegration analysis
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
16
(
2001
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10001748001
Saved in:
5
Price discovery in carbon exchange traded fund markets
Shrestha, Keshab
;
Babak Naysary
;
Sheena Sara Suresh Philip
- In:
International review of financial analysis
89
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014466349
Saved in:
6
Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
-
2024
Persistent link: https://www.econbiz.de/10015046719
Saved in:
7
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Saved in:
8
Cointegration and the optimal hedge ratio : the general case
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 654-658
Persistent link: https://www.econbiz.de/10002468164
Saved in:
9
Optimal hedge ratios and temporal aggregation of cointegrated systems
Lien, Da-hsiang Donald
;
Leggio, Karyl
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 31-40
Persistent link: https://www.econbiz.de/10001695508
Saved in:
10
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
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