Kenneth F. Kroner, Jahangir Sultan, Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 4 (Dec., 1993), pp. 535-551
No takes yet. Share an insight, caveat, or question.
Kroner et al. (1993) studied this question.
Synapse has enriched 2 closely related papers on similar clinical questions. Consider them for comparative context: