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Fractional cointegration and f...
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Theorie
128
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128
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91
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53
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50
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41
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Lien, Donald
298
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288
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120
Tse, Y. K.
36
Yang, Li
26
Tse, Ying Kei
24
Shrestha, Keshab
19
Wang, Yaqin
19
Berg, Nathan
15
Hennessy, David A.
15
Li, Yang
13
Chan, Leo
11
Ghosh, Sucharita
11
Leggio, Karyl B.
11
Mariano, Roberto S.
11
Warachka, Mitch
11
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10
Hung, Pi-Hsia
10
Luo, Xiangdong
10
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10
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9
Firoozi, Fathali
9
Shaffer, David R.
9
Yu, Chia-Feng
9
Zhang, Minhao
9
Asiedu, Elizabeth
8
Chan, Wai-Sum
8
Demirer, Rıza
8
Dong, Yingjie
8
Oh, Chang Hoon
8
Tan, Kim Hua
8
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8
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8
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8
Zhou, Chunyang
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7
Ting, Christopher
7
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7
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6
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2
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1
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The journal of futures markets
89
International review of economics & finance : IREF
50
Journal of Futures Markets
48
Applied economics
17
International review of financial analysis
17
Economics letters
16
International Review of Economics & Finance
16
The North American journal of economics and finance : a journal of financial economics studies
15
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13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
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10
International journal of production economics
9
Working Papers / School of Economics, Singapore Management University
9
International Review of Financial Analysis
8
Review of quantitative finance and accounting
8
Education Economics
7
Finance research letters
7
Journal of Managerial Psychology
7
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6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research in finance
6
Applied Financial Economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Economics Letters
5
Global finance journal
5
International Journal of Business and Economics
5
Journal of applied econometrics
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Advances in quantitative analysis of finance and accounting : a research annual
4
Economic modelling
4
Energy economics
4
Journal of Econometrics
4
Journal of Economics and Finance
4
Journal of economics and finance
4
Journal of empirical finance
4
Journal of international money and finance
4
Journal of multinational financial management
4
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ECONIS (ZBW)
403
RePEc
205
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120
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25
EconStor
3
BASE
2
USB Cologne (EcoSocSci)
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1
Nonlife actuarial models : theory, methodes and evaluation
Tse, Yiu Kuen
;
Tse, Yiu Kuen
-
2009
Persistent link: https://www.econbiz.de/10010228718
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
A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003298476
Saved in:
4
Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.
;
Lien, Da-hsiang Donald
;
Tse, Yiuman
; …
- In:
International review of economics & finance : IREF
14
(
2005
)
4
,
pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
Saved in:
5
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:
6
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
7
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:
8
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:
9
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:
10
A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
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