Hsiang-Tai Lee

National Chi Nan University - Department of Finance

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

364

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Commodity Financialization and Herd Behavior in Commodity Futures Markets

International Review of Financial Analysis, Vol. 39, 2015
Number of pages: 28 Posted: 17 May 2013 Last Revised: 28 Apr 2015
Riza Demirer, Hsiang-Tai Lee and Donald D. Lien
Southern Illinois University Edwardsville - Department of Economics & Finance, National Chi Nan University - Department of Finance and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 206 (147,775)
Citation 2

Abstract:

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herd behavior, commodity financialization, return dispersion, Markov Switching

2.

Regime Switching Fractional Cointegration and Futures Hedging

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 28 Posted: 15 Jan 2010 Last Revised: 11 Feb 2010
Hsiang-Tai Lee
National Chi Nan University - Department of Finance
Downloads 158 (187,397)

Abstract:

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Dynamic Futures Hedging, Hedge ratio, GARCH model, Markov regime switching