Svetlana Borovkova

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

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