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Estimating optimal hedge ratio...
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Lien, Donald
299
Lien, Da-hsiang Donald
288
Shrestha, Keshab
110
Lien, Da-Hsiang Donald
26
Yang, Li
26
Tse, Yiu Kuen
25
Wang, Yaqin
19
Berg, Nathan
15
Hennessy, David A.
15
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13
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11
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11
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10
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10
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9
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9
Shaffer, David R.
9
Yu, Chia-Feng
9
Asiedu, Elizabeth
8
Chen, Sheng-syan
8
Demirer, Rıza
8
Lee, Cheng-few
8
Oh, Chang Hoon
8
Wong, Kit Pong
8
Xu, Yingying
8
Zhou, Chunyang
8
Metz, Michael
7
Rearden, David
7
Sawicki, Julia
7
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6
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6
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6
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5
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The journal of futures markets
98
Journal of Futures Markets
50
International review of economics & finance : IREF
49
International review of financial analysis
18
Review of quantitative finance and accounting
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Economics Letters
15
Economics letters
15
International Review of Economics & Finance
15
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
14
Education economics
13
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10
Finance research letters
10
Energy economics
8
International Review of Financial Analysis
8
Education Economics
7
Journal of Managerial Psychology
7
Review of Quantitative Finance and Accounting
7
Applied Financial Economics
6
Journal of banking & finance
6
Journal of forecasting
6
Research in finance
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Applied Economics
5
Global finance journal
5
International Journal of Business and Economics
5
Journal of international financial markets, institutions & money
5
The Quarterly Review of Economics and Finance
5
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
5
Advances in quantitative analysis of finance and accounting : a research annual
4
Economic modelling
4
Journal of Economics and Finance
4
Journal of economics and finance
4
Journal of multinational financial management
4
Journal of regulatory economics
4
Managerial Finance
4
Pacific-Basin finance journal
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Annals of Financial Economics (AFE)
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Economic and political studies : EPS
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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Other ZBW resources
29
EconStor
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USB Cologne (EcoSocSci)
1
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1
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
2
Hedging effectiveness comparisons : a note
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
International review of economics & finance : IREF
17
(
2008
)
3
,
pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
Saved in:
3
A new information share measure
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 377-395
Persistent link: https://www.econbiz.de/10003817605
Saved in:
4
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:
5
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
Saved in:
6
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
7
Analytical properties of Hasbrouck and generalized information shares
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Lee, Lianne …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479622
Saved in:
8
The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
Saved in:
9
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:
10
Application of mean-variance analysis to broad-based futures contracts
Lien, Da-hsiang Donald
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001124731
Saved in:
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