Work

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

Year: 2002

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/s0165-1889(02)00087-8

Authors: Nikolai V. Hovanov, James W. Kolari, Mikhail V. Sokolov

Institutions: St Petersburg University, Texas A&M University, Russian Academy of Sciences, European University at Saint Petersburg

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2147051969

FWCI: 1.642

Cites: 34

Cited by: 45

Related to: 10