Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
1993/12/01 by Kenneth F. Kroner, Jahangir Sultan · 30 citations
Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact
paper · doi:10.2307/2331164
Abstract
Kenneth F. Kroner, Jahangir Sultan, Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 4 (Dec., 1993), pp. 535-551
Citations
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