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Hedging with the Nikkei index futures : the convential model versus the error correction model
Chou, Win-lin - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 495-505
Persistent link: https://www.econbiz.de/10001214226
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Stock index futures hedge ratios : tests on horizon effects and functional form
Lee, Cheng F. - In: Advances in futures and options research : a research annual 2 (1987), pp. 291-311
Persistent link: https://www.econbiz.de/10001081765
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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
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Use of three stock index futures in hedging decisions
Junkus, Joan C. - In: The journal of futures markets 5 (1985) 2, pp. 201-222
Persistent link: https://www.econbiz.de/10001128567
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Hedging and optimal hedge ratios for international index futures markets
Lee, Cheng F.; Wang, Kehluh; Chen, Yan Long - In: Review of Pacific Basin financial markets and policies 12 (2009) 4, pp. 593-610
Persistent link: https://www.econbiz.de/10008825090
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International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.; Lin, Fu-lai; Chen, Mei-ling - In: Review of Pacific Basin financial markets and policies 13 (2010) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10008857150
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A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.; Tzeng, Gwo-hshiung; Wang, Shin-yun - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 255-275
Persistent link: https://www.econbiz.de/10003152352