An empirical study of the impact of skewness and kurtosis on hedging decisions (Q5745646)
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scientific article; zbMATH DE number 6252529
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| English | An empirical study of the impact of skewness and kurtosis on hedging decisions |
scientific article; zbMATH DE number 6252529 |
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An empirical study of the impact of skewness and kurtosis on hedging decisions (English)
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30 January 2014
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futures hedging
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skewness and kurtosis
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\(S_U\)-normal distribution
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0.6555925607681274
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0.6397616863250732
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0.6293805837631226
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0.6158064603805542
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