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~person:"Lai, Yu-Sheng"
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Lai, Yu-Sheng
McAleer, Michael
22
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15
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11
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The journal of futures markets
4
Finance research letters
1
The empirical economics letters : a monthly international journal of economics
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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
Improving hedging performance by using high-low range
Lai, Yu-Sheng
- In:
Finance research letters
48
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463862
Saved in:
3
Measuring conditional hedging effectiveness : a GARCH approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10012006781
Saved in:
4
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:
5
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:
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:
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