Mingchih Lee

From MaRDI portal
Person:3098446

Available identifiers

zbMath Open lee.mingchihMaRDI QIDQ3098446

List of research outcomes





PublicationDate of PublicationType
Does the ETF market overreact in the United States?2021-01-11Paper
https://portal.mardi4nfdi.de/entity/Q57428542019-05-08Paper
Mixed GARCH-jump models with generalized error distribution for assets returns2011-11-17Paper
The optimal dynamic hedging strategy for Nikkei 225 index and futures2008-07-11Paper
A VaR study of required margin for securities margin trading2008-07-11Paper
Hedging with S&P500 and E-mini S&P500 stock index futures2006-02-22Paper

Research outcomes over time

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