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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
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Impulse responses in a threshold cointegrated system : the case of natural gas markets
Root, T. H.; Lien, Da-hsiang Donald - In: Applied financial economics 13 (2003) 1, pp. 23-35
Persistent link: https://www.econbiz.de/10001725720
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Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza; Lien, Da-hsiang Donald - In: Applied financial economics 14 (2004) 6, pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
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Hedging downside risk with futures contracts
Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: Applied financial economics 10 (2000) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
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Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald; Shrestha, Keshab - In: Applied financial economics 20 (2010) 7/9, pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
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Exchange-traded funds, liquidity and volatility
Krause, Timothy; Ehsani, Sina; Lien, Da-hsiang Donald - In: Applied financial economics 24 (2014) 22/24, pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
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Impulse responses in a threshold cointegrated system: the case of natural gas markets
Root, T.H.; Lien, D. - In: Applied financial economics 13 (2003) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10007658625
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Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification 1
Demirer, Riza; Lien, Donald - In: Applied financial economics 14 (2004) 6, pp. 447-456
Persistent link: https://www.econbiz.de/10007650768
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Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Donald; Tse, Y.K.; Tsui, Albert K.C. - In: Applied financial economics 12 (2002) 11, pp. 791-798
Persistent link: https://www.econbiz.de/10007660187
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Estimating optimal hedge ratio: a multivariate skew-normal distribution approach
Lien, Donald; Shrestha, Keshab - In: Applied financial economics 20 (2010) 8, pp. 627-637
Persistent link: https://www.econbiz.de/10008419196