Svetlana Borovkova

MaRDI QIDQ961394zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
From calendar time to business time: the case of commodity markets International Journal of Theoretical and Applied Finance	2024-12-06	Paper
Consistency and asymptotic normality of least squares estimators in generalized STAR models Statistica Neerlandica	2024-07-16	Paper
Assessing the impact of jumps in an option pricing model: a gradient estimation approach European Journal of Operational Research	2022-02-22	Paper
CONIC CVA AND DVA FOR OPTION PORTFOLIOS International Journal of Theoretical and Applied Finance	2021-01-29	Paper
Least squares estimation of generalized space time autoregressive (GSTAR) model and its properties AIP Conference Proceedings	2020-04-29	Paper
News, volatility and jumps: the case of natural gas futures Quantitative Finance	2018-09-19	Paper
Resolving statistical uncertainty in correlation dimension estimation Chaos: An Interdisciplinary Journal of Nonlinear Science	2015-07-27	Paper
Analysis of survival data Nieuw Archief voor Wiskunde. Vijfde Serie	2012-06-07	Paper
Implied volatility in oil markets Computational Statistics and Data Analysis	2010-03-30	Paper
Modelling electricity prices by the potential jump-diffusion	2008-07-11	Paper
Analysis and Modelling of Electricity Futures Prices Studies in Nonlinear Dynamics & Econometrics	2008-04-04	Paper
Seasonal and stochastic effects in commodity forward curves Review of Derivatives Research	2007-12-05	Paper
scientific article; zbMATH DE number 2102188 (Why is no real title available?)	2004-09-22	Paper
A potential-field approach to financial time series modelling Computational Economics	2003-12-18	Paper
scientific article; zbMATH DE number 1995694 (Why is no real title available?)	2003-10-22	Paper
scientific article; zbMATH DE number 1959482 (Why is no real title available?)	2003-08-05	Paper
Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation Transactions of the American Mathematical Society	2001-07-30	Paper
Consistency of the Takens estimator for the correlation dimension The Annals of Applied Probability	2000-01-11	Paper
scientific article; zbMATH DE number 1165668 (Why is no real title available?)	1998-06-14	Paper

Research outcomes over time

This page was built for person: Svetlana Borovkova