@TECHREPORT {SFB649DP2014-050,
  AUTHOR={Benschop, Thijs and Cabrera,  Brenda L\'{o}pez},
  TITLE={{Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models}},
  YEAR=2014,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2014-050.pdf},
  NUMBER={2014-050}
}