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Computing currency invariant indices with an application to minimum variance currency baskets
Hovanov, Nikolai V.
;
Kolari, James W.
;
Sokolov, Mikhail V.
- In:
Journal of economic dynamics & control
28
(
2004
)
8
,
pp. 1481-1504
Persistent link: https://www.econbiz.de/10001966065
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