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person:"Lee, Cheng F."
~subject:"Aktienoption"
~subject:"Martingal"
~subject:"Volatility"
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Search: subject_exact:"Single stock futures"
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Aktienoption
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1998-2000
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Lee, Cheng F.
McAleer, Michael
20
Chang, Chia-Lin
14
Pesaran, M. Hashem
8
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6
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6
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5
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4
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Kyle, Albert S.
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Lee, Cheng-Few
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Muthuswamy, Jayaram
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2
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Review of Pacific Basin financial markets and policies
2
Advances in quantitative analysis of finance and accounting : a research annual
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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Intraday patterns, announcement effects, and volatility persistence in the Japanese government bond futures market
Shi, Weihua
;
Eisenberg, Laurence K.
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10003867391
Saved in:
2
Volatility persistence of high-frequency returns in the Japanese government bond futures market
Shi, Weihua
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
4
,
pp. 511-530
Persistent link: https://www.econbiz.de/10003816725
Saved in:
3
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
4
Single stock futures
Hung, Mao-Wei
;
Lee, Cheng F.
;
So, Leh-chyan
- In:
Advances in quantitative analysis of finance and …
2
(
2005
),
pp. 129-151
Persistent link: https://www.econbiz.de/10003104081
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