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Hedging with the Nikkei index...
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Estimation theory
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109
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59
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48
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47
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47
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47
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Lee, Cheng F.
25
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6
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4
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3
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3
Hsieh, Chia-Hsun
3
Lee, John
3
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2
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2
Lin, Fu-Lai
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
3
Review of quantitative finance and accounting
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
2
Advances in futures and options research : a research annual
1
Conference of Pacific Area Economic Models of Project LINK ; 2
1
International economic journal
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of Pacific Basin financial markets and policies
1
The journal of futures markets
1
The quarterly review of economics and business : journal of the Midwest Economics Association
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)
27
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Single-index model, multiple-index model, and portfolio selection
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015049991
Saved in:
2
Ramsey's specification error test and alternative specifications of the market model : methods and applications
Cheng, David C.
- In:
The quarterly review of economics and business : …
26
(
1986
)
3
,
pp. 6-24
Persistent link: https://www.econbiz.de/10001013869
Saved in:
3
Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
Wei, K. C. John
- In:
Review of quantitative finance and accounting
1
(
1991
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10001107378
Saved in:
4
Stock index futures hedge ratios : tests on horizon effects and functional form
Lee, Cheng F.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001081765
Saved in:
5
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
Saved in:
6
The generalized Stein, Rubinstein covariance formula and its application to estimate real systematic risk
Wei, K. C. John
- In:
Management science : journal of the Institute for …
34
(
1988
)
10
,
pp. 1266-1270
Persistent link: https://www.econbiz.de/10001060062
Saved in:
7
Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.
;
Su, Jung-Bin
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
Saved in:
8
Alternative methods to estimate implied variance : review and comparison
Chen, Yibing
;
Lee, Cheng F.
;
Lee, John
;
Chang, Jow-Ran
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011976147
Saved in:
9
Alternative errors-in-variables models and their applications in finance research
Chen, Hong-Yi
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 213-227
Persistent link: https://www.econbiz.de/10011574260
Saved in:
10
A comparison of alternative models for estimating firm's growth rate
Brick, Ivan E.
;
Chen, Hong-Yi
;
Hsieh, Chia-Hsun
;
Lee, …
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 369-393
Persistent link: https://www.econbiz.de/10011595608
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