Time-Varying Distributions and Dynamic Hedging with Foreign...

Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

Kenneth F. Kroner and Jahangir Sultan
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Volume:
28
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331164
Date:
December, 1993
File:
PDF, 461 KB
english, 1993
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