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subject:"Schätzung"
~accessRights:"restricted"
~person:"Lai, Yu-Sheng"
~subject:"United States"
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Search: subject_exact:"Rohstoff-Hedging"
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Schätzung
United States
Hedging
8
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Prognoseverfahren
5
Futures
4
Capital income
3
Correlation
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Electronic trading
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Elektronisches Handelssystem
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Estimation
3
Kapitaleinkommen
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Korrelation
3
Theorie
3
Theory
3
hedging effectiveness
3
High-frequency data
2
Time series analysis
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USA
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2
futures hedge ratio
2
high-frequency data
2
2002-2011
1
2003-2012
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Analysis of variance
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Börsenkurs
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Capital market returns
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Derivat
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Derivative
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Dynamic copula
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Economic evaluation
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Forecast comparison
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Futures hedge
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Lai, Yu-Sheng
Kang, Sang Hoon
14
Mensi, Walid
14
Xuan Vinh Vo
9
Hammoudeh, Shawkat
7
Yoon, Seong-min
7
Bouri, Elie
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Giglio, Stefano
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Tiwari, Aviral Kumar
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Dunbar, Kwamie
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Salisu, Afees A.
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Wohar, Mark E.
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Al-Yahyaee, Khamis Hamed
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Dar, Arif Billah
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Dew-Becker, Ian
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Gupta, Rangan
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Kelly, Bryan T.
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Li, Johnny Siu-Hang
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McIver, Ron
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Nguyen, Duc Khuong
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Park, Sung Y.
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Selmi, Refk
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Sensoy, Ahmet
3
Abakah, Emmanuel Joel Aikins
2
Akanni, Lateef O.
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Ali, Shoaib
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Beckmann, Joscha
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Bhanja, Niyati
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Choudhry, Taufiq
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Cifarelli, Giulio
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Czudaj, Robert
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Dong, Xiyong
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Fan, Rui
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Floros, Christos
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Gubareva, Mariya
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Hasan, Mohammad S.
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Hohmann, Ralf
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Lee, Chien-chiang
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The journal of futures markets
4
Finance research letters
1
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ECONIS (ZBW)
5
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1
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
2
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
3
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
4
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
5
Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
Saved in:
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