Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)"
~institution:"European Central Bank"
~isPartOf:"EconomiX Working Papers"
~subject:"Futures Trading"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Can Fundamental Factors Explai...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Futures Trading
GARCH
4
EU ETS
2
CO2 Price
1
Emissions Markets
1
Endogenous Structural Break Detection
1
Event study
1
Forecasting
1
HAR-RV
1
Intraday data
1
Macroeconomic announcements
1
Monetary policy
1
Option prices
1
Realized Volatility
1
Rolling Estimation
1
Volatility
1
event study
1
penny stock
1
stock spam
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Chevallier, Julien
1
Sévi, Benoît
1
Institution
All
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
European Central Bank
Published in...
All
EconomiX Working Papers
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
Chevallier, Julien
;
Sévi, Benoît
-
EconomiX, Université Paris Ouest-Nanterre la Défense …
-
2009
. Finally, the predictive accuracy of the HAR-RV model is tested against
GARCH
specifications using one-step-ahead forecasts …
Persistent link: https://www.econbiz.de/10005078954
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
