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Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance
Liu, Hsiang-Hsi
;
Lin, Yu-Cheng
- In:
Bulletin of applied economics
8
(
2022
)
1
,
pp. 121-148
Persistent link: https://www.econbiz.de/10013271045
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Common components in co-integrated system and its estimation and application : evidence from five stock markets in Asia-Pacific Chinese Region
Liu, Hsiang-Hsi
;
Tseng, Chien-Kuo
- In:
Bulletin of applied economics
9
(
2022
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10013469715
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