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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Webb, Robert I."
~subject:"Futures"
~type_genre:"Article in journal"
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Lien, Da-hsiang Donald
Webb, Robert I.
Floros, Christos
6
Lai, Yu-Sheng
6
Cortazar, Gonzalo
5
Frino, Alex
5
Lee, Hsiang-Tai
5
McAleer, Michael
5
Lee, Cheng F.
4
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Corredor, Pilar
3
Gillas, Konstantinos Gkillas
3
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3
Haugom, Erik
3
Holmes, Philip
3
Irwin, Scott H.
3
Kavussanos, Manolis G.
3
Kit, Pong Wong
3
Leung, Tim
3
Lien, Gudbrand
3
Neely, Christopher J.
3
Power, Gabriel J.
3
Pradhan, Kailash Chandra
3
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2
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2
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Angoshtari, Bahman
2
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2
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Blasco de las Heras, Natividad
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2
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The journal of futures markets
6
International review of economics & finance : IREF
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of multinational financial management
1
Pacific-Basin finance journal
1
Research in finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
14
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1
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10
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14
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1
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
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
The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
;
Zhang, Shunquan
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 91-102
Persistent link: https://www.econbiz.de/10011800821
Saved in:
4
On the intraday relation between the VIX and its futures
Frijns, Bart
;
Tourani Rad, Alireza
;
Webb, Robert I.
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 870-886
Persistent link: https://www.econbiz.de/10011568650
Saved in:
5
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:
6
A note on the hedging effectiveness of GARCH models
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 110-112
Persistent link: https://www.econbiz.de/10003793400
Saved in:
7
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Saved in:
8
The futures hedging effectiveness with liquidity risk under alternative settlement specifications
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Research in finance
24
(
2008
),
pp. 301-320
Persistent link: https://www.econbiz.de/10003752972
Saved in:
9
Hedging effectiveness comparisons : a note
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
International review of economics & finance : IREF
17
(
2008
)
3
,
pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
Saved in:
10
Optimal futures heading: quadratic versus exponential utility functions
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10003647714
Saved in:
1
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