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A Delta Normal Approach for Modelling Risk Forecasting of Currency Portfolio
Ardita Todri
,
Francesco Scalera
Oct 01, 2020
This research explores the benefits of a proactive model developed through delta normal approach implementation for the forecasting of currency portfolio volatility. The latter becomes a necessity for the Albanian agro exporters...
Environmental Technologies
Environmental, Agricultural, and Physical Sciences
Environmental Science and Technologies
Published by:
IGI Global