Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire?

DOI10.1016/J.JEDC.2003.12.001zbMath1200.91254OpenAlexW2142900311MaRDI QIDQ953660

Arjen Siegmann

Publication date: 6 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2003.12.001

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Actuarial science and mathematical finance (91G99)

Cites Work

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

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