---
title: FX Forecast Volatility in Risk Management
url: https://www.ml-quant.com/papers/ssrn/5114727/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5114727
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5114727
featured: 2025-02-19
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5114727
- Identifier: SSRN 5114727
- Released: 2025-01-29
- First featured: Quant Letter No. 85 (2025-02-19): https://www.ml-quant.com/issues/2025-02-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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