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subject:"USA"
~subject:"Rohstoffderivat"
~isPartOf:"Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies"
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Rohstoffderivat
ARCH model
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Carbon spot and Futures returns
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)
Zeitlberger, Alexander C. M.
;
Brauneis, Alexander
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10011665786
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