Statistical evidence of tax fraud on the carbon allowances market
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- Marius-Cristian Frunza & Dominique Guegan & Antonin Lassoudière, 2010. "Statistical evidence of tax fraud on the carbon allowances market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00523458, HAL.
References listed on IDEAS
- Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2010. "BL-GARCH model with elliptical distributed innovations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368340, HAL.
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KeywordsCarbon; EUA; energy; arbitrage pricing theory; switching regimes; hidden Markov Chain Model; forecast;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-30 (All new papers)
- NEP-ENE-2010-10-30 (Energy Economics)
- NEP-ENV-2010-10-30 (Environmental Economics)
- NEP-EUR-2010-10-30 (Microeconomic European Issues)
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