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Implied volatility dynamics am...
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Lien, Donald
299
Lien, Da-hsiang Donald
288
Lien, Da-Hsiang Donald
26
Yang, Li
26
Tse, Yiu Kuen
25
Shrestha, Keshab
19
Wang, Yaqin
19
Berg, Nathan
15
Hennessy, David A.
15
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13
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11
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10
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9
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9
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Oh, Chang Hoon
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6
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5
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The journal of futures markets
93
International review of economics & finance : IREF
49
Journal of Futures Markets
48
International review of financial analysis
17
The North American journal of economics and finance : a journal of financial economics studies
16
International Review of Economics & Finance
15
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14
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12
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11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
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
Applied Financial Economics
6
Journal of forecasting
6
Research in finance
6
Applied Economics
5
Energy economics
5
Global finance journal
5
International Journal of Business and Economics
5
Journal of international financial markets, institutions & money
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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
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of Economics and Finance
4
Journal of economics and finance
4
Journal of multinational financial management
4
Journal of regulatory economics
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Managerial Finance
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Pacific-Basin finance journal
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Annals of Financial Economics (AFE)
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Economic and political studies : EPS
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International journal of business and economics
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Journal of Development Economics
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Journal of Forecasting
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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1
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:
2
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:
3
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:
4
Entry-deterring contract specification on futures markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
10
(
1990
)
1
,
pp. 89-95
Persistent link: https://www.econbiz.de/10001128105
Saved in:
5
Hedger response to multiple grades of delivery on futures markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
8
(
1988
)
6
,
pp. 687-702
Persistent link: https://www.econbiz.de/10001134531
Saved in:
6
Asymmetric arbitrage in futures markets : an empirical study
Lien, Da-hsiang Donald
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 575-591
Persistent link: https://www.econbiz.de/10001135350
Saved in:
7
Cash settlement provisions on futures contracts
Lien, Da-hsiang Donald
- In:
The journal of futures markets
9
(
1989
)
3
,
pp. 263-270
Persistent link: https://www.econbiz.de/10001156260
Saved in:
8
The inventory effect in commodity futures markets : an empirical study
Lien, Da-hsiang Donald
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 637-652
Persistent link: https://www.econbiz.de/10001149668
Saved in:
9
Predicted and actual frequencies in binomial response models
Lien, Da-hsiang Donald
- In:
Economics letters
20
(
1986
)
1
,
pp. 49-51
Persistent link: https://www.econbiz.de/10001008793
Saved in:
10
Moments of ordered bivariate log normal distributions
Lien, Da-hsiang Donald
- In:
Economics letters
20
(
1986
)
1
,
pp. 45-47
Persistent link: https://www.econbiz.de/10001008794
Saved in:
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