Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
2199-4730
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model ; volume:7 ; number:1 ; day:1 ; month:10 ; year:2021 ; pages:1-19 ; date:12.2021
Financial innovation ; 7, Heft 1 (1.10.2021), 1-19, 12.2021

Classification
Wirtschaft

Creator
Contributor
SpringerLink (Online service)

DOI
10.1186/s40854-021-00292-8
URN
urn:nbn:de:101:1-2021112720364810750895
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:24 AM CEST

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