Mingchih Lee
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Person:3098446
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 |
| scientific article; zbMATH DE number 7052161 (Why is no real title available?) | 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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