//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Index futures"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimating cash settlement pri...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Index futures
Theorie
104
Theory
104
Hedging
96
Derivat
53
Derivative
53
China
52
USA
33
United States
33
Welt
29
World
29
Portfolio selection
28
Portfolio-Management
28
Volatility
27
Börsenkurs
25
Share price
25
Volatilität
25
Capital income
24
Kapitaleinkommen
24
Commodity derivative
21
Rohstoffderivat
21
Estimation
18
Schätzung
18
Taiwan
16
Anlageverhalten
15
Behavioural finance
15
Risiko
15
Risk
15
Futures
14
Aktienmarkt
13
Index-Futures
13
Securities trading
13
Stock market
13
Wertpapierhandel
13
Auslandsinvestition
11
Estimation theory
11
Foreign investment
11
Schätztheorie
11
Börsenhandel
10
Forecasting model
10
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Lien, Da-hsiang Donald
12
Lee, Hsiu-chuan
3
Tse, Yiu Kuen
3
Shaffer, David Reed
2
Chang, Shu-Lien
1
Chen, Wei Peng
1
Chung, Huimin
1
Demirer, Rıza
1
Fung, Joseph K. W.
1
Hsu, Chih-Hsiang
1
Krause, Timothy A.
1
Li, Yang
1
Lien, Donald
1
Lim, Gerui
1
Luo, Xiangdong
1
Sheu, Her-jiun
1
Tse, Yiuman
1
Xiang, Ju
1
Zhou, Chunyang
1
more ...
less ...
Published in...
All
The journal of futures markets
4
International review of economics & finance : IREF
3
International journal of financial markets and derivatives
1
Journal of forecasting
1
Journal of multinational financial management
1
Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Zi you zhong guo zhi gong ye
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Saved in:
3
Short and long Gini hedgers in an emerging market
Lien, Da-hsiang Donald
;
Shaffer, David Reed
- In:
Zi you zhong guo zhi gong ye
92
(
2002
)
10
,
pp. 79-103
Persistent link: https://www.econbiz.de/10001729998
Saved in:
4
Comparisons of short and long hedge performance : the case of Taiwan
Demirer, Rıza
;
Lien, Da-hsiang Donald
;
Shaffer, David Reed
- In:
Journal of multinational financial management
15
(
2005
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10002533658
Saved in:
5
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
6
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
7
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
8
Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.
;
Lien, Da-hsiang Donald
;
Tse, Yiuman
; …
- In:
International review of economics & finance : IREF
14
(
2005
)
4
,
pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
Saved in:
9
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
10
Implied volatility dynamics among exchange-traded funds and their largest component stocks
Krause, Timothy A.
;
Lien, Da-hsiang Donald
- In:
The journal of derivatives : the official publication …
22
(
2014
)
1
,
pp. 7-26
Persistent link: https://www.econbiz.de/10011634574
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->