Computing currency invariant indices with an application to minimum variance currency baskets

✍ Scribed by Nikolai V. Hovanov; James W. Kolari; Mikhail V. Sokolov

• Book ID: 104293331
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 305 KB
• Volume: 28
• Category: Article
• ISSN: 0165-1889
• DOI: 10.1016/s0165-1889(02)00087-8