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Hedging downside risk : future...
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Lien, Da-hsiang Donald
98
Tse, Yiu Kuen
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Kit, Pong Wong
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McAleer, Michael
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The journal of futures markets
35
Economics letters
5
International review of economics & finance : IREF
5
Applied economics
4
International review of financial analysis
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
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Applied mathematical finance
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Belief functions in business decisions : with 57 tables
1
Contributions to financial econometrics : theoretical and practical issues
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Discussion paper / Monash University, Department of Economics
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1
Journal of economics and finance
1
Journal of empirical finance
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
128
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1
Some recent developments in futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 357-396
Persistent link: https://www.econbiz.de/10001686261
Saved in:
2
Some recent developments in futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 121-160)
.
2003
Persistent link: https://www.econbiz.de/10001932658
Saved in:
3
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
4
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
5
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:
6
A test for constant correlations in a multivariate GARCH model
Tse, Yiu Kuen
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10001497684
Saved in:
7
Residual-based diagnostics for conditional heteroscedasticity models
Tse, Yiu Kuen
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 358-373
Persistent link: https://www.econbiz.de/10001713303
Saved in:
8
Modelling reverse mortgages
Tse, Yiu Kuen
- In:
Asia Pacific journal of management : APJM ; a …
12
(
1995
)
2
,
pp. 79-95
Persistent link: https://www.econbiz.de/10001192884
Saved in:
9
A proportional random utility approach to qualitative response models
Tse, Yiu Kuen
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 61-65
Persistent link: https://www.econbiz.de/10001090301
Saved in:
10
On the robustness of tests of outliers and functional form
McAleer, Michael
;
Tse, Yiu Kuen
-
1991
Persistent link: https://www.econbiz.de/10000829589
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