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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Gibson, Rajna"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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Forecasting model
4
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4
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2
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Gibson, Rajna
Lien, Da-hsiang Donald
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8
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Advances in futures and options research : a research annual
Journal of forecasting
The journal of futures markets
51
International review of economics & finance : IREF
33
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
11
Applied economics
10
Economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied financial economics
6
Education economics
6
Finance research letters
6
Review of quantitative finance and accounting
6
Journal of banking & finance
5
Journal of international financial markets, institutions & money
5
Journal of economics and finance
4
Pacific-Basin finance journal
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Economic and political studies : EPS
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Economic modelling
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Journal of development economics
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Journal of population economics
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Pacific economic review
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Research in finance
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Review of derivatives research
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The International trade journal
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Advances in investment analysis and portfolio management : a research annual
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Advances in quantitative analysis of finance and accounting : a research annual
2
Applied economics letters
2
China economic review : an international journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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European financial management : the journal of the European Financial Management Association
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Global finance journal
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International journal of business and economics
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Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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ECONIS (ZBW)
7
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1
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
2
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
3
Forecasting the Nikkei Spot Index with fractional cointegartion
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of forecasting
18
(
1999
)
4
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001434450
Saved in:
4
Futures hedging and stochastic volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
5
Forecasting with preliminary data
Ghosh, Sucharita
- In:
Journal of forecasting
16
(
1997
)
7
,
pp. 463-473
Persistent link: https://www.econbiz.de/10001233085
Saved in:
6
State space symmetry and two-factor option pricing models
Chesney, Marc
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 85-112
Persistent link: https://www.econbiz.de/10001211306
Saved in:
7
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
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