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Journal Articles Annals of Finance Year : 2011

On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics, and Forecasting

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Julien Chevallier
  • Function : Author
  • PersonId : 837623
EconomiX
Laboratoire d'Economie Dionysien
Benoît Sévi
Groupement de Recherche en Économie Quantitative d'Aix-Marseille

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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991964

Submitted on : Friday, May 16, 2014-11:06:33 AM

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hal-00991964 , version 1 (16-05-2014)

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Julien Chevallier, Benoît Sévi. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics, and Forecasting. Annals of Finance, 2011, pp.1-29. ⟨hal-00991964⟩

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