Skip to Main content Skip to Navigation
Journal articles

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

Document type :
Journal articles
Complete list of metadatas

https://hal-univ-paris8.archives-ouvertes.fr/hal-00991964
Contributor : Haki Shtalbi <>
Submitted on : Friday, May 16, 2014 - 11:06:33 AM
Last modification on : Wednesday, August 5, 2020 - 3:18:09 AM

Identifiers

  • HAL Id : hal-00991964, version 1

Citation

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⟩

Share

Metrics

Record views

182