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

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Modelling electricity day-ahead prices by multivariate Lévy semistationary processes. Veraart, Almut E. D. and Veraart, Luitgard A. M. picture_as_pdf

Stochastic volatility and stochastic leverage. Veraart, Almut E. D. and Veraart, Luitgard A. M.