Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2014, Ausgabe 50, 2014
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2014
- Urheber
-
Benschop, Thijs
Cabrera, Brenda López
- DOI
-
10.18452/4538
- URN
-
urn:nbn:de:kobv:11-100222000
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
- 14.08.2025, 10:54 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Benschop, Thijs
- Cabrera, Brenda López
- Humboldt-Universität zu Berlin
Entstanden
- 2014
Ähnliche Objekte (12)
Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models
Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models
Long memory with Markov-Switching GARCH
Long memory with Markov-Switching GARCH
Long memory with Markov-Switching GARCH
Nonlinear GARCH models for highly persistent volatility
Nonlinear GARCH Models for Highly Persistent Volatility
Modelling exchange rate volatility in the run-up to EMU using a Markov switching GARCH model
GARCH generated volatility indices of Bitcoin and CRIX
Varying coefficient GARCH versus local constant volatility modeling
Nonparametric Methods in Spot Volatility Estimation
Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models
Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models
Long memory with Markov-Switching GARCH
Long memory with Markov-Switching GARCH
Long memory with Markov-Switching GARCH
Nonlinear GARCH models for highly persistent volatility
Nonlinear GARCH Models for Highly Persistent Volatility
Modelling exchange rate volatility in the run-up to EMU using a Markov switching GARCH model
GARCH generated volatility indices of Bitcoin and CRIX
Varying coefficient GARCH versus local constant volatility modeling
Nonparametric Methods in Spot Volatility Estimation
Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models
Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models
Long memory with Markov-Switching GARCH
Long memory with Markov-Switching GARCH
Long memory with Markov-Switching GARCH
Nonlinear GARCH models for highly persistent volatility
Nonlinear GARCH Models for Highly Persistent Volatility
Modelling exchange rate volatility in the run-up to EMU using a Markov switching GARCH model
GARCH generated volatility indices of Bitcoin and CRIX
Varying coefficient GARCH versus local constant volatility modeling