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Options introduction and volatility in the EU ETS
(2009) Communication / Conférence
Options introduction and volatility in the EU ETS
(2011-11) Article accepté pour publication ou publié
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AuthorChevallier, Julien (2)
Le Pen, Yannick (2)
Sévi, Benoît (2)SubjectEndogenous Structural Break Detection (2)
EU ETS (2)
GARCH (2)Option prices (2)Rolling Estimation (2)Volatility (2)... Plus d'optionsDate Issued2011 (1)2009 (1)Type de documentArticle accepté pour publication ou publié (1)Communication / Conférence (1)