Showing 1 - 10 of 13,869
Persistent link: https://www.econbiz.de/10010515787
Persistent link: https://www.econbiz.de/10010351424
This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...
Persistent link: https://www.econbiz.de/10011296114
Persistent link: https://www.econbiz.de/10001605350
Persistent link: https://www.econbiz.de/10000991312
Persistent link: https://www.econbiz.de/10000964348
Persistent link: https://www.econbiz.de/10010344241
Persistent link: https://www.econbiz.de/10012818590
Persistent link: https://www.econbiz.de/10012516881