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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Theorie
93
Theory
93
Hedging
82
Derivat
46
Derivative
46
China
39
USA
32
United States
32
Börsenkurs
25
Share price
25
Volatilität
24
Estimation
23
Schätzung
23
Welt
22
World
22
Commodity derivative
21
Rohstoffderivat
21
Capital income
20
Kapitaleinkommen
20
Portfolio selection
18
Portfolio-Management
18
Aktienmarkt
17
Stock market
17
Taiwan
13
Anlageverhalten
12
Behavioural finance
12
Securities trading
12
Wertpapierhandel
12
Futures
11
Brain Drain
10
Brain drain
10
Estimation theory
10
Risiko
10
Risk
10
Schätztheorie
10
Auslandsinvestition
9
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9
Forecasting model
9
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Article
24
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Article in journal
Aufsatz in Zeitschrift
24
Language
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English
Author
All
Lien, Da-hsiang Donald
Gupta, Rangan
152
Bouri, Elie
87
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
63
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Wohar, Mark E.
48
Xuan Vinh Vo
45
Kumar, Dilip
44
Wang, Yudong
43
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
40
Andersen, Torben
39
Zhang, Yaojie
39
Demirer, Rıza
38
Corbet, Shaen
37
Wei, Yu
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Ji, Qiang
33
Roubaud, David
33
Brooks, Robert
32
Liang, Chao
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
Serletis, Apostolos
30
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The North American journal of economics and finance : a journal of financial economics studies
3
International review of financial analysis
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
Finance research letters
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of emerging markets
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The energy journal
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)
24
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
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:
3
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
4
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
5
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
6
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
7
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:
8
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
9
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
10
Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie
;
Lien, Da-hsiang Donald
;
Roubaud, David
; …
- In:
Finance research letters
27
(
2018
),
pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
Saved in:
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