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"Modelling Foreign Exchange Interventions under Rayleigh Process: ..."

Cho-Hoi Hui, Chi-Fai Lo, Chi-Hei Liu (2022)

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DOI: 10.3390/E24070888

access: open

type: Journal Article

metadata version: 2022-08-25

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Cho-Hoi Hui, Chi-Fai Lo, Chi-Hei Liu:
Modelling Foreign Exchange Interventions under Rayleigh Process: Applications to Swiss Franc Exchange Rate Dynamics. Entropy 24(7): 888 (2022)

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