Mingchih Lee
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Does the ETF market overreact in the United States? | 2021-01-11 | Paper |
| The effects of financial leverage changes on stock returns: a study of exchange rate volatility | 2019-05-08 | Paper |
| Mixed GARCH-jump models with generalized error distribution for assets returns | 2011-11-17 | Paper |
| The optimal dynamic hedging strategy for Nikkei 225 index and futures Journal of Statistics and Management Systems | 2008-07-11 | Paper |
| A VaR study of required margin for securities margin trading Journal of Statistics and Management Systems | 2008-07-11 | Paper |
| Hedging with S&P500 and E-mini S&P500 stock index futures Journal of Statistics and Management Systems | 2006-02-22 | Paper |
Research outcomes over time
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