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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
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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
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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
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Trading-hour and nontrading-hour volatility in crude oil and US dollar markets and its implications for portfolio optimization
Lai, Yu-Sheng - In: Journal of commodity markets : JCM 38 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015426558
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Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin; Sheu, Her-jiun; Hsu, Shufang - In: International review of economics & finance : IREF 19 (2010) 4, pp. 742-754
Persistent link: https://www.econbiz.de/10009006975
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Optimal futures hedging under multichain Markov regime switching
Sheu, Her-jiun; Lee, Hsiang-tai - In: The journal of futures markets 34 (2014) 2, pp. 173-202
Persistent link: https://www.econbiz.de/10010255473
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Corporate governance reform and earnings management
Wang, Juo-Lien; Sheu, Her-jiun; Chung, Huimin - In: Investment management and financial innovations 8 (2011) 4, pp. 109-118
Persistent link: https://www.econbiz.de/10009545585