Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances

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Bibliographic Details
Main Authors: Villar-Rubio, Elena, Huete-Morales, María-Dolores, Galán-Valdivieso, Federico
Format: Book
Language:English
Published: Springer 2023
Subjects:
Online Access:https://link.springer.com/article/10.1007/s13412-023-00838-5
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8669
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