Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
Year of publication: |
May 2016
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Authors: | Lera, Sandro Claudio ; Sornette, Didier |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 63.2016, p. 28-47
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Subject: | Exchange rate dynamics | Target zone | Conditional volatility | Smooth pasting | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | Wechselkurspolitik | Exchange rate policy | Zielzone | Schätzung | Estimation |
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