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~subject:"Volatility"
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Volatility
Theorie
124
Theory
124
Hedging
95
Derivat
58
Derivative
58
China
52
Portfolio selection
41
Portfolio-Management
41
Capital income
35
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35
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Welt
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Volatilität
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25
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25
Commodity derivative
21
Rohstoffderivat
21
Taiwan
21
Risiko
20
Risk
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Estimation
18
Schätzung
18
Futures
16
Investment Fund
16
Investmentfonds
16
Handelsvolumen der Börse
15
Trading volume
15
Asymmetric information
14
Asymmetrische Information
14
Index futures
14
Index-Futures
14
Aktienmarkt
13
Estimation theory
13
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30
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28
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28
research-article
1
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English
30
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Lien, Da-hsiang Donald
25
Li, Yang
4
Fung, Scott
3
Tsai, Shih-Chuan
3
Yu, Xiaojian
3
Chan, Leo H.
2
Ehsani, Sina
2
Lee, Hsiu-chuan
2
Lien, Donald
2
Obaid, Khaled
2
Yang, Li
2
Ahn, Yongkil
1
Bouri, Elie
1
Chan, Leo Tak-hung
1
Chen, Qian
1
Hsu, Chih-Hsiang
1
Indriawan, Ivan
1
Kapalczynski, Anna
1
Krause, Timothy
1
Krause, Timothy A.
1
Lai, Yu-Sheng
1
Lee, Geul
1
Leung, Wai Kin
1
Lv, Xin
1
Pagano, Michael
1
Roh, Tai-Yong
1
Roubaud, David
1
Shahzad, Syed Jawad Hussain
1
Sheu, Her-jiun
1
Tsai, Shih-chuan
1
Wang, Zi-Mei
1
Wang, Ziling
1
Wilson, B. Kemp
1
Xu, Yahua
1
Xu, Yingying
1
Yu, Chang
1
Zhang, Jiewen
1
Zhang, Xili
1
Zhang, Yuyin
1
Zheng, Yiran
1
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The North American journal of economics and finance : a journal of financial economics studies
3
International Journal of Managerial Finance
2
International review of financial analysis
2
Journal of emerging markets
2
Pacific-Basin finance journal
2
The journal of futures markets
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Applied financial economics
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
29
RePEc
1
Other ZBW resources
1
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1
Futures hedging and stochastic volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
2
A note on asymmetric stochastic volatility and futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 607-612
Persistent link: https://www.econbiz.de/10002846402
Saved in:
3
Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
Saved in:
4
Multiperiod hedging in the presence of stochastic volatility
Lien, Da-hsiang Donald
;
Wilson, B. Kemp
- In:
International review of financial analysis
10
(
2001
)
4
,
pp. 395-406
Persistent link: https://www.econbiz.de/10001651757
Saved in:
5
Alternative settlement methods and Australian individual share futures contracts
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 473-490
Persistent link: https://www.econbiz.de/10002187102
Saved in:
6
Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
Saved in:
7
Cash settlement and futures price volatility : evidence from options data
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 29-44
Persistent link: https://www.econbiz.de/10002225818
Saved in:
8
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:
9
Effectiveness of augmented dollar-cost averaging
Kapalczynski, Anna
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821443
Saved in:
10
Intraday return and volatility spill-over across international copper futures markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
International journal of managerial finance : IJMF
5
(
2009
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003935287
Saved in:
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