Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
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Author / Producer
Date
2016-05
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
63
Pages / Article No.
28 - 47
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Conditional volatility; Exchange rate dynamics; Smooth pasting; Target zone
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)