Items where Author is "Veraart, Almut E. D."

Article

Veraart, Almut E. D. and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2012) Stochastic volatility and stochastic leverage. Annals of Finance, 8 (2-3). pp. 205-233. ISSN 1614-2446

Book Section

Veraart, Almut E. D. and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2014) Modelling electricity day-ahead prices by multivariate Lévy semistationary processes. In: Benth, Fred Espen, Kholodnyi, Valery A. and Laurence, Peter, (eds.) Quantitative Energy Finance. Springer Berlin / Heidelberg, New York, USA, pp. 157-188. ISBN 9781461472476