Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model - Archive ouverte HAL Access content directly
Journal Articles Economics Bulletin Year : 2011

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

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Julien Chevallier
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hal-00991955 , version 1 (16-05-2014)

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  • HAL Id : hal-00991955 , version 1

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