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- Tue Feb 10, 2015 10:05 am
- Forum: Estimation
- Topic: Currencies weight
- Replies: 0
- Views: 1575
Currencies weight
Hi everone, I wanted to apply Frankel & Wei model to my work logRMB(t + s) − logRMB(t ) = c + Σ w( j ) [ logX( j, t + s) − logX( j, t )] They applied it to calculate the weight of each of the 11 currencies from the RMB basket. I am calculating the RMB basket, however I choosed only 2 currencies ...