The effects skewness on optimal production and hedging decisions : an application of the skew-normal distribution
Year of publication: |
2010
|
---|---|
Authors: | Lien, Da-hsiang Donald |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 3, p. 278-289
|
Subject: | Statistische Verteilung | Statistical distribution | Hedging | Futures |
-
Informationally dynamized Gaussian copula
Crépey, S., (2013)
-
Lien, Da-hsiang Donald, (2015)
-
Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin, (2014)
- More ...
-
Information asymmetry and adverse wealth effects of crowdfunding
Firoozi, Fathali, (2016)
-
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying, (2022)
-
Effects of Hallyu and the King Sejong Institute on international trade and services in Korea
Lien, Da-hsiang Donald, (2022)
- More ...