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Submitted on : Friday, May 16, 2014 - 11:06:33 AM Last modification on : Wednesday, August 5, 2020 - 3:18:09 AM
Julien Chevallier, Benoît Sévi. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics, and Forecasting. Annals of Finance, Springer Verlag, 2011, pp.1-29. ⟨hal-00991964⟩