Options Introduction and Volatility in the EU ETS
Year of publication: |
2009-07-20
|
---|---|
Authors: | Chevallier, Julien ; Pen, Yannick Le ; Sévi, Benoît |
Institutions: | HAL |
Subject: | EU ETS | Option prices | Volatility | GARCH | Rolling Estimation | Endogenous Structural Break Detection |
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