References
- Crownover , C . July 2005 . The CitiFX STARS Model: A Description , July , New York : Citigroup Publication . Investor Currency Advisor
- Newey , W and West , K . 1987 . A simple, positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix . Econometrica , 55 : 703 – 708 .