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Computing currency invariant indices with an application to minimum variance currency baskets - MaRDI portal

Computing currency invariant indices with an application to minimum variance currency baskets (Q953658)

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scientific article; zbMATH DE number 5362807
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English
Computing currency invariant indices with an application to minimum variance currency baskets
scientific article; zbMATH DE number 5362807

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    Computing currency invariant indices with an application to minimum variance currency baskets (English)
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    6 November 2008
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    currency index
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    currency basket
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    minimal variance
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    numeraire
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    international finance
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    world money
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