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Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-Chih; Hung, Jui-Cheng - In: Applied economics 39 (2007) 16-18, pp. 2403
Persistent link: https://www.econbiz.de/10007877507
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Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-Chih; Hung, Jui-Cheng - In: Applied economics 39 (2007) 18, pp. 2403
Persistent link: https://www.econbiz.de/10007797731
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Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Ming-Chih; Cheng, Wan-Hsiu - In: Applied economics 39 (2007) 7-9, pp. 903-914
Persistent link: https://www.econbiz.de/10007742435
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Correlated jumps in crude oil and gasoline during the Gulf War
Lee, Ming-Chih; Cheng, Wan-Hsiu - In: Applied economics 39 (2007) 7, pp. 903-914
Persistent link: https://www.econbiz.de/10007732236
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Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-chih; Hung, Jui-cheng - In: Applied economics 39 (2007) 16/18, pp. 2403-2412
Persistent link: https://www.econbiz.de/10003590359
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Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-Liang - In: Applied economics 43 (2011) 15, pp. 1935-1944
Persistent link: https://www.econbiz.de/10009134015
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Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics 43 (2011) 13/15, pp. 1935-1943
Persistent link: https://www.econbiz.de/10009240247