S

SA Borovkova

36 records found

Authored

Commodity volatility modelling and option pricing with a potential function approach
Conference paper (2004) - J.H.M. Anderluh, SA Borovkova

Modelling electricity prices by the potential jump-diffusion
Conference paper (2004) - SA Borovkova, I Rusdi

The forward curve dynamic and market transition forecasts
Conference paper (2003) - SA Borovkova

Forecasting market transitions from commodity futures terms structure
Conference paper (2003) - SA Borovkova

A potential-field approach to financial time series modelling
Journal article (2003) - SA Borovkova, H Dehling, J Renkema, H Tulleken

Backwardation and contango change indicators for seasonal commodities
Journal article (2003) - SA Borovkova

Detecting market transitions: from backwardation to contango and back
Journal article (2003) - SA Borovkova

Generalized STAR model with experimental weights
Conference paper (2002) - SA Borovkova, H.P. Lopuhaä, B Nurani

Qualification of the influence of soil conditions on atrazine degradation rates
Conference paper (2002) - B Putters, SA Borovkova, HM Prommer

Quantification of the influence of soil conditions on atrazine degradation rates
Conference paper (2002) - B Putters, SA Borovkova, HM Prommer

Analysis of survival data
Journal article (2002) - SA Borovkova

Detecting changes in term structure from financial time series
Journal article (2002) - SA Borovkova

Wiskunde en gezondheid
Book (2002) - SA Borovkova

From dimension estimation to asymptotics of dependent U - statistics
Journal article (2001) - SA Borovkova, R Burton, H Dehling

Limit Theorems for functional of mixing processes with applications to U-statistics and dimension estimation
Journal article (2001) - SA Borovkova, R Burton, HG Dehling

Random weights in the space time autoregressive model

Potential function approach to time series modelling
Journal article (2001) - SA Borovkova, HG Dehling, T-J Renkema, H Tulleken

Portfolio management [confidential]
Report (1999) - JGG van de Vorst, SA Borovkova

Consistency of the takens estimator for the correlation dimension
Journal article (1999) - SA Borovkova, R Burton, HG Dehling

A term structure model for oil futures and related trading strategies [confidential]
Report (1999) - SA Borovkova, HG Dehling