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~isPartOf:"The journal of futures markets"
~subject:"Futures"
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Search: ("Konjunktur" OR "Rohstoff" OR "Rohstoffpreis") AND NOT isPartOf:Wirtschaftsdienst
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The journal of futures markets
Energy economics
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International review of financial analysis
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ECONIS (ZBW)
20
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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
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
3
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:
4
Estimation and hedging effectiveness of time-varying hedge ratio : nonparametric approaches
Fan, Rui
;
Li, Haiqi
;
Park, Sung Y.
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 968-991
Persistent link: https://www.econbiz.de/10011568846
Saved in:
5
Optimal futures hedging under multichain Markov regime switching
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 173-202
Persistent link: https://www.econbiz.de/10010255473
Saved in:
6
Incremental value of futures hedge using realized ranges
Sheu, Her-jiun
;
Lai, Yu-Sheng
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 676-689
Persistent link: https://www.econbiz.de/10010507941
Saved in:
7
An analytical formula for VIX futures and its applications
Zhu, Song-ping
;
Lian, Guang-hua
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 166-190
Persistent link: https://www.econbiz.de/10009487022
Saved in:
8
Estimation and hedging effectiveness of time-varying hedge ratio : flexible bivariate GARCH approaches
Park, Sung Y.
;
Jei, Sang Young
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 71-99
Persistent link: https://www.econbiz.de/10003962426
Saved in:
9
The effects skewness on optimal production and hedging decisions : an application of the skew-normal distribution
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 278-289
Persistent link: https://www.econbiz.de/10003962522
Saved in:
10
The incremental value of a futures hedge using realized volatility
Lai, Yu-sheng
;
Sheu, Her-jiun
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 874-896
Persistent link: https://www.econbiz.de/10008900926
Saved in:
1
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