On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error
| Year of publication: |
2010
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|---|---|
| Authors: | Angelini, Flavio ; Nicolosi, Marco |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 39.2010, 3, p. 203-227
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