Hsiang‐Tai Lee

601 total citations
19 papers, 376 citations indexed

About

Hsiang‐Tai Lee is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Hsiang‐Tai Lee has authored 19 papers receiving a total of 376 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 16 papers in Economics and Econometrics and 13 papers in General Economics, Econometrics and Finance. Recurrent topics in Hsiang‐Tai Lee's work include Financial Risk and Volatility Modeling (17 papers), Market Dynamics and Volatility (16 papers) and Monetary Policy and Economic Impact (13 papers). Hsiang‐Tai Lee is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Market Dynamics and Volatility (16 papers) and Monetary Policy and Economic Impact (13 papers). Hsiang‐Tai Lee collaborates with scholars based in Taiwan, United States and China. Hsiang‐Tai Lee's co-authors include Jonathan Yoder, Chien‐Chiang Lee, Her‐Jiun Sheu, Ron C. Mittelhammer, Jill J. McCluskey, Donald Lien, Yu‐Sheng Lai and Rıza Demirer and has published in prestigious journals such as Journal of Banking & Finance, Finance research letters and International Review of Financial Analysis.

In The Last Decade

Hsiang‐Tai Lee

17 papers receiving 363 citations

Peers

Hsiang‐Tai Lee

FINAN

GEEF

RESE

Florian Ielpo France

Gian Piero Aielli Italy

Toshiaki Watanabe Japan

Annastiina Silvennoinen Australia

Weiping Zhang China

Mohamed Boutahar France

Gregorio Serna Spain

Arturo Leccadito Italy

Jonas E. Arias United States

YiHao Lai Taiwan

Florian Ielpo France

Hsiang‐Tai Lee

292 ×0.9

278 ×1.0

FINAN

108 ×0.6

GEEF

20 ×0.7

55 ×1.9

RESE

Citations per year, relative to Hsiang‐Tai Lee Hsiang‐Tai Lee (= 1×) peers Florian Ielpo

Countries citing papers authored by Hsiang‐Tai Lee

Since Specialization

Citations

This map shows the geographic impact of Hsiang‐Tai Lee's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hsiang‐Tai Lee with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hsiang‐Tai Lee more than expected).

Fields of papers citing papers by Hsiang‐Tai Lee

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hsiang‐Tai Lee. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hsiang‐Tai Lee. The network helps show where Hsiang‐Tai Lee may publish in the future.

Co-authorship network of co-authors of Hsiang‐Tai Lee

This figure shows the co-authorship network connecting the top 25 collaborators of Hsiang‐Tai Lee. A scholar is included among the top collaborators of Hsiang‐Tai Lee based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Hsiang‐Tai Lee. Hsiang‐Tai Lee is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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19 of 19 papers shown

Lee, Hsiang‐Tai. (2024). Riemannian‐geometric regime‐switching covariance hedging. Journal of Futures Markets. 44(6). 1003–1054.

Lee, Chien‐Chiang & Hsiang‐Tai Lee. (2023). Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. Global Finance Journal. 55. 100808–100808. 17 indexed citations

Lee, Hsiang‐Tai & Chien‐Chiang Lee. (2022). A regime-switching real-time copula GARCH model for optimal futures hedging. International Review of Financial Analysis. 84. 102395–102395. 17 indexed citations

Lee, Hsiang‐Tai. (2021). A Markov regime‐switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio. Journal of Futures Markets. 42(3). 389–412. 5 indexed citations

Lien, Donald, Hsiang‐Tai Lee, & Her‐Jiun Sheu. (2018). Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model. Journal of Futures Markets. 38(12). 1514–1532. 14 indexed citations

Lee, Hsiang‐Tai, et al.. (2018). Cross Hedging Stock Sector Risk with Index Futures by Considering the Global Equity Systematic Risk. International Journal of Financial Studies. 6(2). 44–44. 4 indexed citations

Lai, Yu‐Sheng, Her‐Jiun Sheu, & Hsiang‐Tai Lee. (2017). A Multivariate Markov Regime‐Switching High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Journal of Futures Markets. 37(11). 1124–1140. 12 indexed citations

Demirer, Rıza, Hsiang‐Tai Lee, & Donald Lien. (2013). Commodity Financialization and Herd Behavior in Commodity Futures Markets. SSRN Electronic Journal. 2 indexed citations

Sheu, Her‐Jiun & Hsiang‐Tai Lee. (2012). Optimal Futures Hedging Under Multichain Markov Regime Switching. Journal of Futures Markets. 34(2). 173–202. 15 indexed citations

10.

Lee, Hsiang‐Tai. (2011). Regime switching fractional cointegration and futures hedging. Applied Financial Economics. 21(15). 1145–1157. 3 indexed citations

11.

Sheu, Her‐Jiun & Hsiang‐Tai Lee. (2011). A full jump switching level GARCH model for short-term interest rate. Applied Financial Economics. 22(6). 479–489.

12.

Lee, Hsiang‐Tai. (2010). Regime switching correlation hedging. Journal of Banking & Finance. 34(11). 2728–2741. 46 indexed citations

13.

Lee, Hsiang‐Tai, et al.. (2010). Cross hedging single stock with American Depositary Receipt and stock index futures. Finance research letters. 8(3). 146–157. 6 indexed citations

14.

Lee, Hsiang‐Tai. (2009). A copula‐based regime‐switching GARCH model for optimal futures hedging. Journal of Futures Markets. 29(10). 946–972. 25 indexed citations

15.

Lee, Hsiang‐Tai. (2008). Optimal futures hedging under jump switching dynamics. Journal of Empirical Finance. 16(3). 446–456. 30 indexed citations

16.

Lee, Hsiang‐Tai & Jonathan Yoder. (2007). A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios. Applied Economics. 39(10). 1253–1265. 66 indexed citations

17.

Lee, Hsiang‐Tai & Jonathan Yoder. (2007). Optimal hedging with a regime‐switching time‐varying correlation GARCH model. Journal of Futures Markets. 27(5). 495–516. 57 indexed citations

18.

Lee, Hsiang‐Tai, Jonathan Yoder, Ron C. Mittelhammer, & Jill J. McCluskey. (2005). A random coefficient autoregressive Markov regime switching model for dynamic futures hedging. Journal of Futures Markets. 26(2). 103–129. 50 indexed citations

19.

Lee, Hsiang‐Tai, et al.. (2000). Array calibration methods for sensor position and pointing errors. Microwave and Optical Technology Letters. 26(2). 132–137. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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