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High-frequency data and stock-bond investing
Lai, Yu-Sheng - In: Journal of forecasting 41 (2022) 8, pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
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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
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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
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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
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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
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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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Improving hedging performance by using high-low range
Lai, Yu-Sheng - In: Finance research letters 48 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013463862
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A risk-tolerance hedging strategy
Wu, Soushan - In: Review of futures markets 9 (1990), pp. 282-290
Persistent link: https://www.econbiz.de/10001108717
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Omega portfolio models with floating return threshold
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Hsin, Yi-Ting; … - In: International review of economics & finance : IREF 82 (2022), pp. 743-758
Persistent link: https://www.econbiz.de/10013545891