Computing currency invariant indices with an application to minimum variance currency baskets
| Year of publication: |
2004
|
|---|---|
| Authors: | Hovanov, Nikolai V. ; Kolari, James W. ; Sokolov, Mikhail V. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 28.2004, 8, p. 1481-1504
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