Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (Q2288914): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach |
scientific article |
Statements
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (English)
0 references
20 January 2020
0 references
value-at-risk
0 references
empirical mode decomposition
0 references
European carbon market
0 references
ARMA-EGARCH
0 references
iterated cumulative sums of squares
0 references
exponentially weighted moving average
0 references
