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Tse, Yiu Kuen
9
Lien, Da-hsiang Donald
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Chan, Wai-Sum
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Advances in investment analysis and portfolio management : a research annual
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International review of economics & finance : IREF
1
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ECONIS (ZBW)
9
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1
Lead-lag relationship between spot index and futures price of the Nikkei Stock Average
Tse, Yiu Kuen
- In:
Journal of forecasting
14
(
1995
)
7
,
pp. 553-563
Persistent link: https://www.econbiz.de/10001192928
Saved in:
2
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
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3
An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10001089783
Saved in:
4
Some recent developments in futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 357-396
Persistent link: https://www.econbiz.de/10001686261
Saved in:
5
Some recent developments in futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 121-160)
.
2003
Persistent link: https://www.econbiz.de/10001932658
Saved in:
6
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
Saved in:
7
A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
Saved in:
8
The lead-lag relation between the S&P500 spot and futures markets : an intraday-data analysis using a threshold regression model
Tse, Yiu Kuen
;
Chan, Wai-Sum
- In:
The Japanese economic review : the journal of the …
61
(
2010
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10003980315
Saved in:
9
A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003298476
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