@article{publication-3471,
	author={Leippold, Markus and Wu, Liuren},
	doi={10.1093/rof/rfl002},
	issn={1572-3097},
	journal={Review of Finance},
	number=2,
	pages={167-207},
	publisher={Oxford University Press},
	title={Design and estimation of multi-currency quadratic models},
	volume=11,
	year=2007,
}