Svetlana Borovkova

Available identifiers

Publication	Date of Publication	Type
From calendar time to business time: the case of commodity markets	2024-12-06	Paper
Consistency and asymptotic normality of least squares estimators in generalized STAR models	2024-07-16	Paper
Assessing the impact of jumps in an option pricing model: a gradient estimation approach	2022-02-22	Paper
CONIC CVA AND DVA FOR OPTION PORTFOLIOS	2021-01-29	Paper
Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties	2020-04-29	Paper
News, volatility and jumps: the case of natural gas futures	2018-09-19	Paper
Resolving statistical uncertainty in correlation dimension estimation	2015-07-27	Paper
Analysis of survival data	2012-06-07	Paper
Implied volatility in oil markets	2010-03-30	Paper
Modelling electricity prices by the potential jump-diffusion	2008-07-11	Paper
Analysis and Modelling of Electricity Futures Prices	2008-04-04	Paper
Seasonal and stochastic effects in commodity forward curves	2007-12-05	Paper
https://portal.mardi4nfdi.de/entity/Q4817362	2004-09-22	Paper
A potential-field approach to financial time series modelling	2003-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q4431555	2003-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q4416731	2003-08-05	Paper
Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation	2001-07-30	Paper
Consistency of the Takens estimator for the correlation dimension	2000-01-11	Paper
https://portal.mardi4nfdi.de/entity/Q4396374	1998-06-14	Paper

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