//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Derivative trading by utility...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
103
Theory
103
Hedging
94
Derivat
49
Derivative
49
China
47
USA
36
United States
36
Börsenkurs
27
Share price
27
Volatilität
24
Welt
24
World
24
Estimation
23
Schätzung
23
Commodity derivative
22
Portfolio selection
22
Portfolio-Management
22
Rohstoffderivat
22
Capital income
20
Kapitaleinkommen
20
Aktienmarkt
19
Stock market
19
Risk management
14
Taiwan
14
Anlageverhalten
13
Behavioural finance
13
Futures
12
Securities trading
12
Wertpapierhandel
12
Auslandsinvestition
11
Estimation theory
11
Forecasting model
11
Foreign investment
11
Prognoseverfahren
11
Schätztheorie
11
Brain Drain
10
Brain drain
10
Risiko
10
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
research-article
1
Language
All
English
25
Undetermined
1
Author
All
Lien, Da-hsiang Donald
24
Li, Yang
4
Chan, Leo H.
2
Ehsani, Sina
2
Indriawan, Ivan
2
Lee, Hsiu-chuan
2
Lien, Donald
2
Xu, Yahua
2
Yang, Li
2
Yu, Xiaojian
2
Bouri, Elie
1
Chan, Leo Tak-hung
1
Hsu, Chih-Hsiang
1
Kapalczynski, Anna
1
Krause, Timothy
1
Krause, Timothy A.
1
Lai, Yu-Sheng
1
Lee, Geul
1
Leung, Wai Kin
1
Pagano, Michael
1
Roh, Tai-Yong
1
Roubaud, David
1
Shahzad, Syed Jawad Hussain
1
Sheu, Her-jiun
1
Wang, Zi-Mei
1
Wen, Zhuzhu
1
Wilson, B. Kemp
1
Xu, Yingying
1
Zhang, Jiewen
1
Zhang, Xili
1
Zhang, Yuyin
1
Zheng, Yiran
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
3
International Journal of Managerial Finance
2
International review of financial analysis
2
The journal of futures markets
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Applied financial economics
1
Economic modelling
1
Finance research letters
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of emerging markets
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
RePEc
1
Other ZBW resources
1
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Futures hedging and stochastic volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
2
A note on asymmetric stochastic volatility and futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 607-612
Persistent link: https://www.econbiz.de/10002846402
Saved in:
3
The dynamic of volatility spillovers in Chinese futures markets
Chan, Leo H.
;
Lien, Da-hsiang Donald
;
Leung, Wai Kin
- In:
Journal of emerging markets
12
(
2007
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10003455731
Saved in:
4
Intraday return and volatility spill-over across international copper futures markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
International journal of managerial finance : IJMF
5
(
2009
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003935287
Saved in:
5
Effects of passive intensity on aggregate price dynamics
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
The financial review : the official publication of the …
50
(
2015
)
3
,
pp. 363-391
Persistent link: https://www.econbiz.de/10011338153
Saved in:
6
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
7
Cash settlement and futures price volatility : evidence from options data
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 29-44
Persistent link: https://www.econbiz.de/10002225818
Saved in:
8
Alternative settlement methods and Australian individual share futures contracts
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 473-490
Persistent link: https://www.econbiz.de/10002187102
Saved in:
9
Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
Saved in:
10
Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->