1. A Bivariate High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Issue 9 (15th February 2017) Authors: Lai, Yu‐Sheng; Lien, Donald Journal: Journal of futures markets Issue: Volume 37:Issue 9(2017) Page Start: 913 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Multivariate Markov Regime‐Switching High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Issue 11 (2nd March 2017) Authors: Lai, Yu‐Sheng; Sheu, Her‐Jiun; Lee, Hsiang‐Tai Journal: Journal of futures markets Issue: Volume 37:Issue 11(2017) Page Start: 1124 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Estimation of the optimal futures hedge ratio for equity index portfolios using a realized beta generalized autoregressive conditional heteroskedasticity model. Issue 11 (14th June 2018) Authors: Lai, Yu‐Sheng Journal: Journal of futures markets Issue: Volume 38:Issue 11(2018) Page Start: 1370 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Flexible covariance dynamics, high‐frequency data, and optimal futures hedging. Issue 12 (1st September 2019) Authors: Lai, Yu‐Sheng Journal: Journal of futures markets Issue: Volume 39:Issue 12(2019) Page Start: 1529 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Generalized autoregressive score model with high‐frequency data for optimal futures hedging. Issue 12 (8th August 2021) Authors: Lai, Yu‐Sheng Journal: Journal of futures markets Issue: Volume 41:Issue 12(2021) Page Start: 2023 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Hedge Ratio Prediction with Noisy and Asynchronous High‐Frequency Data. Issue 3 (29th July 2015) Authors: Lai, Yu‐Sheng Journal: Journal of futures markets Issue: Volume 36:Issue 3(2016:Mar.) Page Start: 295 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. High‐frequency data and stock–bond investing. (8th July 2022) Authors: Lai, Yu‐Sheng Journal: Journal of forecasting Issue: Volume 41:Number 8(2022) Page Start: 1623 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Incremental Value of a Futures Hedge Using Realized Ranges. Issue 7 (21st March 2013) Authors: Sheu, Her‐Jiun; Lai, Yu‐Sheng Journal: Journal of futures markets Issue: Volume 34:Issue 7(2014:Jul.) Page Start: 676 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Optimal futures hedging by using realized semicovariances: The information contained in signed high‐frequency returns. Issue 5 (13th March 2023) Authors: Lai, Yu‐Sheng Journal: Journal of futures markets Issue: Volume 43:Issue 5(2023) Page Start: 677 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Photothermoelectric Effects in Nanoporous Silicon. Issue 13 (28th January 2016) Authors: Lai, Yu‐Sheng; Tsai, Chao‐Yang; Chang, Chin‐Kai; Huang, Cheng‐Yin; Hsiao, Vincent K. S.; Su, Yuhlong Oliver Journal: Advanced materials Issue: Volume 28:Issue 13(2016) Page Start: 2644 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗