Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
-
Englisch
- Notes
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In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2014, Ausgabe 50, 2014
- Classification
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Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
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Humboldt-Universität zu Berlin
- (when)
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2014
- Creator
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Benschop, Thijs
Cabrera, Brenda López
- DOI
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10.18452/4538
- URN
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urn:nbn:de:kobv:11-100222000
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 14.08.2025, 10:54 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Benschop, Thijs
- Cabrera, Brenda López
- Humboldt-Universität zu Berlin
Time of origin
- 2014
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