Estimating optimal hedge ratio: a multivariate skew-normal distribution approach
| Year of publication: |
2010
|
|---|---|
| Authors: | Lien, Donald ; Shrestha, Keshab |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 8, p. 627-637
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