Donald Lien

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Some results on multiple regression analysis with data cleaned by trimming and winsorization	2024-01-23	Paper
Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach	2019-01-14	Paper
A note on using ratio variables in regression analysis	2018-09-11	Paper
Missing measurements in discrete response models	2017-11-09	Paper
Comparing VaR Approximation Methods that Use the First Four Moments as Inputs	2016-05-30	Paper
Missing measurements in limited dependent variable models	2016-01-01	Paper
Alternative Approximations to Value-At-Risk: A Comparison	2014-08-18	Paper
https://portal.mardi4nfdi.de/entity/Q3098807	2011-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q3084316	2011-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q5487064	2006-09-18	Paper
Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging	2006-05-29	Paper
On the minimum and maximum of bivariate lognormal random variables	2006-05-24	Paper
On Regression Analysis with Data Cleaning via Trimming, Winsorization, and Dichotomization	2006-01-18	Paper
Tracking error decision rules and accumulated wealth	2004-03-21	Paper
Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.	2004-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q4547336	2002-09-26	Paper
The effects of covariate adjustment in generalized linear models	1999-11-28	Paper
Cross moments of extreme observai ions from a multtvariate lognormal distribution	1998-04-26	Paper
A property of coefficients of variation for ordered bivariate log-normal variables	1997-05-19	Paper
Selecting the best linear regression model. A classical approach	1987-01-01	Paper

Research outcomes over time

Doctoral students

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