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~institution:"Agricultural and Applied Economics Association - AAEA"
~institution:"Center for Financial Studies"
~institution:"Université Paris-Dauphine"
~subject:"Instability test"
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Instability test
implied volatility
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Implied Volatility
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Chevallier, Julien
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Agricultural and Applied Economics Association - AAEA
Center for Financial Studies
Université Paris-Dauphine
Université Paris-Dauphine (Paris IX)
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Detecting instability in the volatility of carbon prices.
Chevallier, Julien
-
Université Paris-Dauphine
-
2011
measures of volatility for European Union Allowances, based on daily data (EGARCH model), option prices (
implied
volatility
…
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