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~language:"eng"
~type_genre:"Article in journal"
~person:"Lien, Da-hsiang Donald"
~subject:"ARCH-Modell"
~subject:"Volatility"
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ARCH-Modell
Volatility
Theorie
93
Theory
93
Hedging
82
Derivat
46
Derivative
46
China
39
USA
32
United States
32
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25
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25
Volatilität
24
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23
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23
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28
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Article in journal
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28
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English
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Lien, Da-hsiang Donald
Gupta, Rangan
157
McAleer, Michael
92
Bouri, Elie
88
Ma, Feng
87
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
68
Tiwari, Aviral Kumar
63
Kang, Sang Hoon
57
McMillan, David G.
55
Bollerslev, Tim
53
Mensi, Walid
51
Xuan Vinh Vo
50
Wohar, Mark E.
49
Caporale, Guglielmo Maria
45
Wang, Yudong
45
Kumar, Dilip
44
Demirer, Rıza
42
Pierdzioch, Christian
41
Balcilar, Mehmet
40
Andersen, Torben
39
Serletis, Apostolos
39
Wei, Yu
39
Yoon, Seong-min
39
Zhang, Yaojie
39
Brooks, Robert
38
Corbet, Shaen
38
Lucey, Brian M.
38
Asai, Manabu
37
Chevallier, Julien
37
Hamori, Shigeyuki
37
Salisu, Afees A.
37
Guesmi, Khaled
36
Degiannakis, Stavros
35
Fabozzi, Frank J.
35
Hegerty, Scott W.
35
Nguyen, Duc Khuong
35
Chiang, Thomas C.
34
Todorov, Viktor
34
Apergēs, Nikolaos
33
Caporin, Massimiliano
33
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The North American journal of economics and finance : a journal of financial economics studies
3
The journal of futures markets
3
Applied financial economics
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Economic modelling
1
Finance research letters
1
International journal of managerial finance : IJMF
1
Journal of banking & finance
1
Journal of emerging markets
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
28
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
3
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
4
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:
5
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:
6
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
7
Effectiveness of augmented dollar-cost averaging
Kapalczynski, Anna
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821443
Saved in:
8
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:
9
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
10
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:
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