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
Hedge Business & Economics
Hedge ratio Business & Economics
Futures markets Business & Economics
China Business & Economics
Futures contracts Business & Economics
Cash Business & Economics
Hedging effectiveness Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1988 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
Hedging
Autoregressive conditional heteroskedasticity
High-frequency data

An analysis of closed-end funds discounts viewed from a lack of redemption perspective

Kittiakarasakun, J., Misra, L. & Yildirim, S. Apr 17 2017 (Accepted/In press) In : Review of Quantitative Finance and Accounting. p. 1-26 26 p.

Research output: Research - peer-reviewArticle

Discount
Closed-end funds
Announcement
Investor sentiment
Preannouncements

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