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subject:"Schätzung"
~person:"Lai, Yu-Sheng"
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Search: subject_exact:"Rohstoff-Hedging"
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Schätzung
Hedging
11
Volatility
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hedging effectiveness
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Lai, Yu-Sheng
Kang, Sang Hoon
11
Mensi, Walid
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Engle, Robert F.
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McAleer, Michael
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Caporale, Guglielmo Maria
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Ahelegbey, Daniel Felix
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Ali, Shoaib
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Chang, Chia-Lin
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Dionne, Georges
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Dunbar, Kwamie
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El Hraiki, Rayane
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De Ville de Goyet, Cédric
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Dijk, Herman K. van
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Entorf, Horst
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Fernando, Chitru S.
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The empirical economics letters : a monthly international journal of economics
2
The journal of futures markets
2
Finance research letters
1
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ECONIS (ZBW)
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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
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
3
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
4
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:
5
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Saved in:
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