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

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  • HAL Id : hal-00991964 , version 1

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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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