Work

Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

Year: 1993

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331164

Authors: Kenneth F. Kroner, Jahangir Sultan

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2098027073

FWCI: 18.79

Cites: 24

Cited by: 1,530

Related to: 10