Showing 1 - 4 results of 4 for search 'Hsiang-Tai Lee', query time: 0.10s Refine Results
  1. 1
    An Asynchronous Regime Switching GO GARCH Model for Optimal Futures Hedging
    by Hsiang-Tai Lee
    Published 2019-09-01
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    Article
  2. 2
    An Application of S-GARCH Model on Futures Hedging
    by Hung-Wei Lee, 李宏緯
    Published 2009
    Other Authors: “...Hsiang-Tai Lee...”
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  3. 3
    A Comparison of Multivariate GARCH Forecasting Ability on Taiwanese Interest Rates
    by Chia-Wen Tsai, 蔡嘉文
    Published 2009
    Other Authors: “...Hsiang-Tai Lee...”
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  4. 4
    A Markov regime-switching time-varying correlation GARCH model with asymmetric basis effect for energy futures hedge
    Other Authors: “...Hsiang-Tai Lee...”
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