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Hedging
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hedging effectiveness
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Lai, Yu-Sheng
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Sheu, Her-jiun
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Lien, Da-hsiang Donald
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The journal of futures markets
7
Finance research letters
2
The empirical economics letters : a monthly international journal of economics
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1
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Review of futures markets
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ECONIS (ZBW)
15
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1
On the importance of asymmetries for dynamic hedging during the subprime crisis
Lai, Yu-sheng
;
Sheu, Her-jiun
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 801-813
Persistent link: https://www.econbiz.de/10009231586
Saved in:
2
The incremental value of a futures hedge using realized volatility
Lai, Yu-sheng
;
Sheu, Her-jiun
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 874-896
Persistent link: https://www.econbiz.de/10008900926
Saved in:
3
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
4
Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
Saved in:
5
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Saved in:
6
Measuring conditional hedging effectiveness : a GARCH approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10012006781
Saved in:
7
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
8
Dynamic hedging with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
Saved in:
9
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
10
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
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