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~isPartOf:"Review of quantitative finance and accounting"
~person:"Lien, Da-hsiang Donald"
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Lien, Da-hsiang Donald
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McCauley, Robert N.
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Review of quantitative finance and accounting
The journal of futures markets
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ECONIS (ZBW)
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
Contagious speculative attacks
Gerlach, Stefan
-
1994
Persistent link: https://www.econbiz.de/10013431798
Saved in:
3
Exchange rate regimes and the expectations hypothesis of the term structure
Gerlach, Stefan
-
1997
Persistent link: https://www.econbiz.de/10013431820
Saved in:
4
Multiperiod strip hedging of forward commitments
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
18
(
2002
)
4
,
pp. 345-358
Persistent link: https://www.econbiz.de/10001677064
Saved in:
5
Hedging multiperiod forward commitments : the case of period-by-quantity uncertainty
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10001748022
Saved in:
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