Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015

Sandro Claudio Lera, Didier Sornette

Year of publication:	May 2016
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
Subject:	Exchange rate dynamics \| Target zone \| Conditional volatility \| Smooth pasting \| Wechselkurs \| Exchange rate \| Volatilität \| Volatility \| Zielzone \| Theorie \| Theory \| Wechselkurspolitik \| Exchange rate policy \| Schätzung \| Estimation \| ARCH-Modell \| ARCH model

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