Narrow search
Showing 31 - 40 of 626
Cover Image
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald - In: The journal of futures markets 28 (2008) 3, pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Cover Image
Statistical properties of post-sample hedging effectiveness
Lien, Da-hsiang Donald - In: International review of financial analysis 16 (2007) 3, pp. 293-300
Persistent link: https://www.econbiz.de/10003510461
Cover Image
On the optimal quality of domestic higher education programs
Lien, Da-hsiang Donald - In: Economic modelling 23 (2006) 2, pp. 265-275
Persistent link: https://www.econbiz.de/10003299388
Cover Image
Effects of omitting information variables on optimal hedge ratio estimation : a note
Lien, Da-hsiang Donald - In: The journal of futures markets 30 (2010) 8, pp. 795-800
Persistent link: https://www.econbiz.de/10003985095
Cover Image
The effects skewness on optimal production and hedging decisions : an application of the skew-normal distribution
Lien, Da-hsiang Donald - In: The journal of futures markets 30 (2010) 3, pp. 278-289
Persistent link: https://www.econbiz.de/10003962522
Cover Image
Timing the value-at-risk hedge
Lien, Da-hsiang Donald - In: Research in finance 25 (2009), pp. 333-341
Persistent link: https://www.econbiz.de/10009306650
Cover Image
A note on the superiority of the Ols hedge ratio
Lien, Da-hsiang Donald - In: The journal of futures markets 25 (2005) 11, pp. 1121-1126
Persistent link: https://www.econbiz.de/10003222767
Cover Image
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
Cover Image
Cointegration and the optimal hedge ratio : the general case
Lien, Da-hsiang Donald - In: The quarterly review of economics and finance : journal … 44 (2004) 5, pp. 654-658
Persistent link: https://www.econbiz.de/10002468164
Cover Image
State-dependent preferences and futures hedging : the effects of basis risk
Lien, Da-hsiang Donald - In: Pacific economic review 9 (2004) 2, pp. 143-149
Persistent link: https://www.econbiz.de/10002107248