Blar i Høgskolen i Molde på tidsskrift "International Journal of Business"
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Scientific stochastic volatility models for the European carbon markets: forecasting and extracting conditional moments
(Journal article, 2014)This paper builds and implements a multifactor stochastic volatility model for the latent (and observable) volatility of the carbon front December forward contracts at the European Carbon Exchanges, applying Bayesian Markov ...