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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
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