An empirical study of the impact of skewness and kurtosis on hedging decisions (Q5745646)

From MaRDI portal
Revision as of 04:58, 7 March 2024 by Import240305080351 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 6252529
Language Label Description Also known as
English
An empirical study of the impact of skewness and kurtosis on hedging decisions
scientific article; zbMATH DE number 6252529

    Statements

    An empirical study of the impact of skewness and kurtosis on hedging decisions (English)
    0 references
    0 references
    30 January 2014
    0 references
    futures hedging
    0 references
    skewness and kurtosis
    0 references
    \(S_U\)-normal distribution
    0 references

    Identifiers