Testing the martingale difference hypothesis in CO2 emission allowances
Year of publication: |
2011
|
---|---|
Authors: | Charles, Amélie ; Darné, Olivier ; Fouilloux, Jessica |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 1/2, p. 27-35
|
Subject: | Emissionshandel | Emissions trading | Effizienzmarkthypothese | Efficient market hypothesis | Martingal | Martingale | EU-Mitgliedschaft | EU membership | 2005-2009 |
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