Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model

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Submitted on : Friday, May 16, 2014 - 10:58:16 AM
Last modification on : Thursday, March 14, 2019 - 2:54:04 PM

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Julien Chevallier. Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model. Economics Bulletin, Economics Bulletin, 2011, pp.255-272. ⟨hal-00991955⟩

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