//--> //--> //--> //-->
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:"Volatility"
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
Hedging and optimal hedge rati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
102
Theory
102
Portfolio selection
58
Portfolio-Management
58
CAPM
47
Financial market
47
Finanzmarkt
47
USA
43
United States
42
Taiwan
40
Option pricing theory
38
Optionspreistheorie
38
Capital income
34
Finanzanalyse
34
Kapitaleinkommen
34
Financial analysis
33
Börsenkurs
32
Share price
31
Asia-Pacific region
29
Asiatisch-pazifischer Raum
29
Estimation theory
25
Schätztheorie
25
Derivat
24
Derivative
24
Dividende
23
Estimation
22
Schätzung
22
Volatilität
22
Hedging
21
Aktienmarkt
20
Conference
20
Corporate finance
20
Dividend
20
Konferenz
20
Stock market
20
Unternehmensfinanzierung
20
Capital structure
18
Corporate governance
18
Risk
18
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
16
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
6
Book section
6
Language
All
English
22
Author
All
Lee, Cheng F.
19
Shi, Weihua
5
Chen, Ren-Raw
2
Chen, Yibing
2
Chien, Chin-chen
2
Eisenberg, Laurence K.
2
Kao, Lie-Jane
2
Lee, Cheng-Few
2
Lee, Han-Hsing
2
Wang, Andrew M. L.
2
Ang, Kian Ping
1
Chang, Jow-Ran
1
Chen, Yi-Hsuan
1
Chiou, Wan-Jiun Paul
1
Chiou, Wan-jiun Paul
1
Huang, Szu-wei
1
Hung, Mao-Wei
1
Lee, Alice C.
1
Lee, John
1
Li, Jianping
1
Lu, Hsin-Min
1
Rahman, Shafiqur
1
Rui, Oliver Meng
1
Sokolinskiy, Oleg
1
Tai, Tzu
1
Wang, Cindy S.H.
1
Wang, Kehluh
1
Wu, Po-Cheng
1
Wu, Po-cheng
1
Xie, Andrew Y.M.
1
Yao, Yanzhen
1
more ...
less ...
Published in...
All
Review of Pacific Basin financial markets and policies
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
2
International review of economics & finance : IREF
2
Review of quantitative finance and accounting
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Quantitative finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday return volatility process : evidence from NASDAQ stocks
Rahman, Shafiqur
;
Lee, Cheng F.
;
Ang, Kian Ping
- In:
Review of quantitative finance and accounting
19
(
2002
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001719974
Saved in:
2
Assessing the impact of political unrest on currency returns : a look at Latin America
Chien, Chin-chen
;
Lee, Cheng F.
;
Wang, Andrew M. L.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
1
,
pp. 155-162
Persistent link: https://www.econbiz.de/10001648626
Saved in:
3
Time-changed GARCH versus the GARJI model for prediction of extreme news events : an empirical study
Kao, Lie-Jane
;
Wu, Po-cheng
;
Lee, Cheng F.
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10009428082
Saved in:
4
Volatility persistence of high-frequency returns in the Japanese government bond futures market
Shi, Weihua
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
4
,
pp. 511-530
Persistent link: https://www.econbiz.de/10003816725
Saved in:
5
Intraday patterns, announcement effects, and volatility persistence in the Japanese government bond futures market
Shi, Weihua
;
Eisenberg, Laurence K.
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10003867391
Saved in:
6
Variation in stock return risks : an international comparison
Chiou, Wan-jiun Paul
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 245-266
Persistent link: https://www.econbiz.de/10003871586
Saved in:
7
The jump behavior of foreign exchange market : analysis of Thai Baht
Chang, Jow-Ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
;
Lu, Hsin-Min
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10003507283
Saved in:
8
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
9
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
10
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->