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Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models.

Alexander C. M. ZeitlbergerAlexander Brauneis
Published in: Central Eur. J. Oper. Res. (2016)
Keyphrases
  • garch model
  • spot market
  • stock market
  • multivariate time series
  • multiscale
  • image processing
  • sar images
  • heavy tailed