Schlagwort: Regime switching
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Agents? Rationality and the CHF/USD Exchange Rate
Part III
This is Part III of a series of papers on ?Agents? Rationality and the CHF/USD Exchange Rate?. The series contains a special approach to model the logarithmic CHF/USD monthly exchange rate s t .
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Agents? Rationality and the CHF/USD Exchange Rate
Part IV
A new model containing the CHF/USD exchange rate, s t, is introduced, estimated, and discussed. The model represents a revised version of model (II) as discussed in Part III of our series of papers. (...)