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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