Work

The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions

Year: 2018

Type: article

Source: Finance research letters

DOI: 10.2139/ssrn.3135899

Authors: Chia-Lin Chang, Michael McAleer

Institutions: National Chung Hsing University, National Taipei University, Universidad Complutense de Madrid, The University of Sydney, Asia University, Yokohama National University, Erasmus University Rotterdam

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Science Council, Ministry of Science and Technology, Taiwan, Australian Research Council

OpenAlex ID: W2792947730

FWCI: 6.269

Cites: 22

Cited by: 28

Related to: 10