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~language:"eng"
~type_genre:"Article in journal"
~person:"Lien, Da-hsiang Donald"
~subject:"ARCH-Modell"
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ARCH-Modell
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Lien, Da-hsiang Donald
Ma, Feng
60
McAleer, Michael
49
Gupta, Rangan
41
Bouri, Elie
31
Kumar, Dilip
31
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The journal of futures markets
2
Applied financial economics
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
8
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1
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:
2
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
3
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:
4
The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
Saved in:
5
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:
6
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
7
Alternative settlement methods and Australian individual share futures contracts
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 473-490
Persistent link: https://www.econbiz.de/10002187102
Saved in:
8
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
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