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Volatility modeling and the asymmetric effect for China's carbon trading pilot market 期刊论文
Physica A: Statistical Mechanics and its Applications, 2020, 页码: 1-11
Authors:  Fu Y(傅洋);  Zheng ZY(郑泽宇)
Adobe PDF(1652Kb)  |  Favorite  |  View/Download:28/0  |  Submit date:2019/12/30
Carbon emissions  Carbon price behavior  ARMA–EGARCH–SGED process  News impact curve  Asymmetric effect  Backtesting Value-at-Risk