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~person:"Lien, Da-hsiang Donald"
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Lien, Da-hsiang Donald
Hull, John
26
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2
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Cross-hedging with futures and options: The effects of disappointment aversion
Lien, Da-hsiang Donald
;
Wang, Yan
- In:
Journal of multinational financial management
16
(
2006
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10003280995
Saved in:
10
Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
Saved in:
11
Futures hedging und prospect utility and Knightian uncertainty
Lien, Da-hsiang Donald
- In:
Belief functions in business decisions : with 57 tables
,
(pp. 333-345)
.
2002
Persistent link: https://www.econbiz.de/10001704992
Saved in:
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