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isPartOf:"International review of economics & finance : IREF"
~isPartOf:"NBER Working Paper"
~person:"Lien, Da-hsiang Donald"
~source:"econis"
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Search: subject_exact:"Effizienzmarktthese"
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Efficient market hypothesis
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Effizienzmarkthypothese
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Futures
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Hedging
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ARCH model
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ARCH-Modell
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Lien, Da-hsiang Donald
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International review of economics & finance : IREF
NBER Working Paper
International journal of financial markets and derivatives
1
International review of financial analysis
1
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ECONIS (ZBW)
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A note on the hedging effectiveness of GARCH models
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 110-112
Persistent link: https://www.econbiz.de/10003793400
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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
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