基于ARMA-GARCH族模型和VAR模型的碳排放交易价格波动特征

{"title":"基于ARMA-GARCH族模型和VAR模型的碳排放交易价格波动特征","authors":"婷 江","doi":"10.12677/sa.2023.121019","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":48855,"journal":{"name":"Annual Review of Statistics and Its Application","volume":"83 1","pages":""},"PeriodicalIF":7.4000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Fluctuation Characteristics of Carbon Emission Trading Price Based on ARMA-GARCH Family Model and VAR Model\",\"authors\":\"婷 江\",\"doi\":\"10.12677/sa.2023.121019\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":48855,\"journal\":{\"name\":\"Annual Review of Statistics and Its Application\",\"volume\":\"83 1\",\"pages\":\"\"},\"PeriodicalIF\":7.4000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annual Review of Statistics and Its Application\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.12677/sa.2023.121019\",\"RegionNum\":1,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annual Review of Statistics and Its Application","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.12677/sa.2023.121019","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}