Modeling and forecasting of European Carbon Emission Allowance futures by ARIMA-TX-GARCH models with correlation threshold

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lee, Jaeho, Hwang, Eunju
Format:	Preprint
Published:	2025
Subjects:	Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.07568