Does order flow in the European Carbon Futures Market reveal information?
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More about this item
KeywordsCarbon market; Microstructure; Duration model; Ultra-high-frequency data;
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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