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~institution:"Université Paris-Dauphine"
~subject:"Realized volatility"
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Realized volatility
Carbon price
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Implied volatility
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Chevallier, Julien
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Université Paris-Dauphine
Université Paris-Dauphine (Paris IX)
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Departamento de Economía, Universidad Carlos III de Madrid
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Detecting instability in the volatility of carbon prices.
Chevallier, Julien
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Université Paris-Dauphine
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2011
measures of volatility for European Union Allowances, based on daily data (EGARCH model), option prices (
implied
volatility
…
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