FX Forecast Volatility in Risk Management
A dynamic Bayesian model using skewed distributions improves currency risk management and hedging strategies by better capturing financial data asymmetry.
Featured in No. 85 on 19 Feb 2025 · 21 days after release
- Released
- 29 Jan 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 10
- Identifier
- SSRN 5114727
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