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subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~person:"Lai, Yu-Sheng"
~subject:"Stock index"
~subject:"United Kingdom"
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Volatilität
Stock index
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ARCH model
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high-frequency data
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Lai, Yu-Sheng
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The journal of futures markets
The empirical economics letters : a monthly international journal of economics
2
Finance research letters
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ECONIS (ZBW)
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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
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
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