//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Estimation theory"
~subject:"Forecasting model"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Forecasting model
Theorie
93
Theory
93
Hedging
82
Derivat
46
Derivative
46
China
39
USA
32
United States
32
Börsenkurs
25
Share price
25
Volatility
24
Volatilität
24
Estimation
23
Schätzung
23
Welt
22
World
22
Commodity derivative
21
Rohstoffderivat
21
Capital income
20
Kapitaleinkommen
20
Portfolio selection
18
Portfolio-Management
18
Aktienmarkt
17
Stock market
17
Taiwan
13
Anlageverhalten
12
Behavioural finance
12
Securities trading
12
Wertpapierhandel
12
Futures
11
Brain Drain
10
Brain drain
10
Risiko
10
Risk
10
Schätztheorie
10
Auslandsinvestition
9
Bourse
9
Börse
9
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
19
Language
All
English
Author
All
Lien, Da-hsiang Donald
Gupta, Rangan
188
Phillips, Peter C. B.
95
Ma, Feng
91
Pierdzioch, Christian
82
Franses, Philip Hans
80
Clements, Michael P.
71
Linton, Oliver
71
Baltagi, Badi H.
68
Lee, Lung-fei
65
Pesaran, M. Hashem
63
Li, Qi
61
Baghestani, Hamid
60
McAleer, Michael
60
Marcellino, Massimiliano
59
Wang, Yudong
58
Fildes, Robert
57
Hendry, David F.
57
Timmermann, Allan
57
Zhang, Yaojie
57
Tsionas, Efthymios G.
54
McMillan, David G.
53
Ullah, Aman
51
Andrews, Donald W. K.
50
Kapetanios, George
49
Diebold, Francis X.
48
Wohar, Mark E.
48
Newey, Whitney K.
47
Swanson, Norman R.
47
Wang, Shouyang
47
Stekler, Herman O.
46
Su, Liangjun
46
Ghysels, Eric
44
Petropoulos, Fotios
43
Westerlund, Joakim
42
Narayan, Paresh Kumar
41
Gao, Jiti
40
Goodwin, Paul
40
Perron, Pierre
40
Robinson, Peter M.
40
Koop, Gary
39
more ...
less ...
Published in...
All
Journal of forecasting
4
The journal of futures markets
4
Economics letters
3
Applied economics
2
International review of financial analysis
2
Applied economics letters
1
Finance research letters
1
International journal of business and economics
1
The energy journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
2
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:
3
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:
4
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
5
Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie
;
Lien, Da-hsiang Donald
;
Roubaud, David
; …
- In:
Finance research letters
27
(
2018
),
pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
Saved in:
6
A note on using ratio variables in regression analysis
Lien, Da-hsiang Donald
;
Hu, Yue
;
Liu, Long
- In:
Economics letters
150
(
2017
),
pp. 114-117
Persistent link: https://www.econbiz.de/10011764888
Saved in:
7
A modified ADF test for geometric ARMA processes
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
International journal of business and economics
15
(
2016
)
2
,
pp. 173-179
Persistent link: https://www.econbiz.de/10011612871
Saved in:
8
On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
Saved in:
9
Effects of omitting information variables on optimal hedge ratio estimation : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 795-800
Persistent link: https://www.econbiz.de/10003985095
Saved in:
10
Statistical properties of post-sample hedging effectiveness
Lien, Da-hsiang Donald
- In:
International review of financial analysis
16
(
2007
)
3
,
pp. 293-300
Persistent link: https://www.econbiz.de/10003510461
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->