Asymmetry and downside risk in foreign exchange markets
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- Hu, Xiangling & Motwani, Jaideep G., 2014. "Minimizing downside risks for global sourcing under price-sensitive stochastic demand, exchange rate uncertainties, and supplier capacity constraints," International Journal of Production Economics, Elsevier, vol. 147(PB), pages 398-409.
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KeywordsDouble-gamma; skewness; lower partial moments; GARCH;
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