Hsiang-Tai Lee

Array calibration methods for sensor position and pointing errors

Ann-Chen Chang, Yuan-Hwang Chen, Hsiang-Tai Lee, 2000 .

A copula‐based regime‐switching GARCH model for optimal futures hedging

Hsiang-Tai Lee, Hsiang-Tai Lee, 2009 .

A random coefficient autoregressive Markov regime switching model for dynamic futures hedging

Jill J. McCluskey, Ron C. Mittelhammer, Jonathan K. Yoder, 2006 .

Optimal Futures Hedging Under Multichain Markov Regime Switching

Her-Jiun Sheu, Hsiang-Tai Lee, Her-Jiun Sheu, 2014 .

Optimal hedging with a regime-switching time-varying correlation GARCH model

Jonathan K. Yoder, Hsiang-Tai Lee, Hsiang-Tai Lee, 2007 .

Optimal futures hedging under jump switching dynamics

Hsiang-Tai Lee, Hsiang-Tai Lee, 2009 .