| A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios HT Lee, JK Yoder Applied Economics 39 (10), 1253-1265, 2007 | 149 | 2007 |
| Does the stock market drive herd behavior in commodity futures markets? R Demirer, HT Lee, D Lien International Review of Financial Analysis 39, 32-44, 2015 | 133 | 2015 |
| Optimal hedging with a regime‐switching time‐varying correlation GARCH model HT Lee, J Yoder Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 126 | 2007 |
| A random coefficient autoregressive Markov regime switching model for dynamic futures hedging HT Lee, JK Yoder, RC Mittelhammer, JJ McCluskey Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 103 | 2006 |
| Regime switching correlation hedging HT Lee Journal of Banking & Finance 34 (11), 2728-2741, 2010 | 78 | 2010 |
| RETRACTED: green finance policy and enterprise energy consumption intensity: evidence from a quasi-natural experiment in China Z Su, Q Guo, HT Lee Energy Economics 115, 106374, 2022 | 75 | 2022 |
| A copula‐based regime‐switching GARCH model for optimal futures hedging HT Lee Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 65 | 2009 |
| Optimal futures hedging under jump switching dynamics HT Lee Journal of Empirical Finance 16 (3), 446-456, 2009 | 62 | 2009 |
| A regime-switching real-time copula GARCH model for optimal futures hedging HT Lee, CC Lee International Review of Financial Analysis 84, 102395, 2022 | 22 | 2022 |
| Optimal futures hedging under multichain Markov regime switching HJ Sheu, HT Lee Journal of Futures Markets 34 (2), 173-202, 2014 | 22 | 2014 |
| Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model CC Lee, HT Lee Global Finance Journal 55, 100808, 2023 | 18 | 2023 |
| Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model D Lien, HT Lee, HJ Sheu Journal of Futures Markets 38 (12), 1514-1532, 2018 | 16 | 2018 |
| Recent SAXS progress at NSRRC U Jeng, CH Hsu, YS Sun, YH Lai, WT Chung, HS Sheu, HY Lee, YF Song, ... Macromolecular Research 13, 506-513, 2005 | 14 | 2005 |
| A multivariate Markov regime‐switching high‐frequency‐based volatility model for optimal futures hedging YS Lai, HJ Sheu, HT Lee Journal of Futures Markets 37 (11), 1124-1140, 2017 | 13 | 2017 |
| Commodity financialization and herd behavior in commodity futures markets R Demirer, HT Lee, DD Lien International Review of Financial Analysis 39, 2015 | 11 | 2015 |
| Cross hedging single stock with American Depositary Receipt and stock index futures HT Lee, WL Tsang Finance Research Letters 8 (3), 146-157, 2011 | 10 | 2011 |
| Cross hedging stock sector risk with index futures by considering the global equity systematic risk WC Hsu, HT Lee International Journal of Financial Studies 6 (2), 44, 2018 | 8 | 2018 |
| A Markov regime‐switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio HT Lee Journal of Futures Markets 42 (3), 389-412, 2022 | 6 | 2022 |
| Regime switching fractional cointegration and futures hedging HT Lee Applied financial economics 21 (15), 1145-1157, 2011 | 4 | 2011 |
| Hedging foreign currency portfolios under switching regimes HT Lee National Chi Nan University, Taiwan. ΔRS ΔOLS, 2010 | 4 | 2010 |
