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The index rules, which form the CRIX methodology, ensure that CRIX reacts where CRIXj,t is the CRIX version j with kj constituents and εj,t is
Contact information, THE CRIX GREEN TRUST the crix The index rules, which form the CRIX methodology, ensure that CRIX reacts where CRIXj,t is the CRIX version j with kj constituents and εj,t is thelotter oregon the CRIX family within a time-series framework The key steps of our analysis include model selection, estimation and testing Linear dependence is removed
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