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 |
|---|---|---|
| Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model Journal of Applied Statistics | 2020-09-29 | Paper |
| The dynamics of the relationship between spot and futures markets under high and low variance regimes Applied Stochastic Models in Business and Industry | 2011-04-06 | Paper |
| Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test Mathematics and Computers in Simulation | 2009-07-22 | Paper |
| Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model Mathematics and Computers in Simulation | 2008-12-17 | Paper |
| Hybrid versus highbred: combined economic models with time-series analyses Quantitative Finance | 2008-11-18 | Paper |
Research outcomes over time
This page was built for person: Ming-Yuan Leon Li
