"Modeling carbon spot and futures price returns with GARCH and Markov ..."

Alexander C. M. Zeitlberger, Alexander Brauneis (2016)

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DOI: 10.1007/S10100-014-0340-0

access: closed

type: Journal Article

metadata version: 2020-06-04

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  - https://dblp.org/rec/journals/cejor/ZeitlbergerB16
Alexander C. M. Zeitlberger, Alexander Brauneis:
Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models. Central Eur. J. Oper. Res. 24(1): 149-176 (2016)

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