Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Hedging Business & Economics
Industry Business & Economics
Hedge Business & Economics
effect Earth & Environmental Sciences
Costs Business & Economics
economy Social Sciences
Hedge ratio Business & Economics
China Business & Economics

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Research Output 1977 2017

A Bivariate High-Frequency-Based Volatility Model for Optimal Futures Hedging

Lai, Y. S. & Lien, D. 2017 (Accepted/In press) In : Journal of Futures Markets.

Research output: Research - peer-reviewArticle

Hedge ratio
Volatility models
Autoregressive conditional heteroskedasticity
High-frequency data

A Model of Smuggling and Trafficking of Illegal Immigrants with a Host Country Policy

Kar, S. & Beladi, H. 2017 (Accepted/In press) In : Review of Development Economics.

Research output: Research - peer-reviewArticle

unemployment benefit
illegal immigrant

A note on using ratio variables in regression analysis

Lien, D., Hu, Y. & Liu, L. Jan 1 2017 In : Economics Letters. 150, p. 114-117 4 p.

Research output: Research - peer-reviewArticle

Regression analysis
Empirical evidence
Partially linear model
Nonlinear regression
Model misspecification