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~institution:"Center for Financial Studies"
~institution:"National Centre for Econometric Research (NCER)"
~institution:"Université Paris-Dauphine"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~subject:"EGARCH"
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Chevallier, Julien
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Center for Financial Studies
National Centre for Econometric Research (NCER)
Université Paris-Dauphine
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Université Paris-Dauphine (Paris IX)
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Detecting instability in the volatility of carbon prices.
Chevallier, Julien
-
Université Paris-Dauphine
-
2011
measures of volatility for European Union Allowances, based on daily data (EGARCH model), option prices (
implied
volatility
…
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