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Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
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Evaluation of realized multi-power variations in minimum variance hedging
Hung, Jui-Cheng - In: Economic modelling 51 (2015), pp. 672-679
Persistent link: https://www.econbiz.de/10011476357
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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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Hedging with floor-traded and E-mini stock index futures
Chiu, Chien-liang; Wu, Pei-shan; Chen, Chun-Da; Cheng, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 3/4, pp. 49-68
Persistent link: https://www.econbiz.de/10003059289
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Restricted VAR hedging with the presence of multiple breaks
Chiu, Chien-Liang; Chiou, Jer-shiou; Wu, Pei-Shan - In: Zagreb international review of economics & business 10 (2007) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10003470376