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
model Social Sciences
effect Social Sciences
Hedge Business & Economics
capital Social Sciences
firm Social Sciences
Costs 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 In : Journal of Futures Markets.

Research output: Contribution to journalArticle

Hedging
High-frequency data
Modeling
Usefulness
Equity
illegal immigrant
unemployment benefit
smuggling
trafficking
wage

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: Contribution to journalArticle

Regression analysis
Linear regression