Realized volatility of CO2 futures
Year of publication: |
06.11.2017
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Authors: | Benschop, Thijs ; López Cabrera, Brenda |
Publisher: |
Berlin : SFB 649, Humboldt-Universität zu Berlin |
Subject: | EU ETS | Realized Volatility | HAR | Volatility Forecasting | Intraday Data | CO2 Emission Allowances | Emissions Markets | Asymmetry | SHAR | HARQ | MC Simulation | Volatilität | Volatility | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Simulation | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 25 Seiten) Illustrationen |
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Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2017, 025 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/191789 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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