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 and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2004, 8, p. 1481-1504
|
| Publisher: |
Elsevier |