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A Markov-Chain Sampling Algori...
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Options Introduction and Volatility in the EU ETS
Chevallier, Julien
;
Pen, Yannick Le
;
Sévi, Benoît
-
HAL
-
2009
instrumenting various
GARCH
models, endogenous break tests, and rolling window estimations, our results overall suggest that the …
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