Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (Q2288914): Difference between revisions

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Latest revision as of 20:26, 17 December 2024

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Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach
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    Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (English)
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    20 January 2020
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    value-at-risk
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    empirical mode decomposition
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    European carbon market
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    ARMA-EGARCH
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    iterated cumulative sums of squares
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    exponentially weighted moving average
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