Svetlana Borovkova
Finance · 2001–2017
A researcher in the Science corpus: 5 papers; trusts 9 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it
- Economics and Econometrics — 12 citations into it; #13,543 of 23,481 by trust here, #14,996 by citations
Whom Svetlana Borovkova trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Paul L. Delamater
- Thierry Ané
- Marie Bessec
- Yiannis Kamarianakis
- W. Hoeffding
- Helyette Geman
- Julien Fouquau
- Ole E. Barndorff-Nielsen
- Poulicos Prastacos
- Julian Besag
Who trusts Svetlana Borovkova overall
- Tim Bollerslev
- Budi Nurani Ruchjana
- Ruggero Caldana
- C. L'evy-Leduc
- Paul Doukhan
- Jérôme Dedecker
- T. Law
- Gianluca Fusai
- Robert F. Engle
Papers from Svetlana Borovkova's perspective
Ordered by how strongly the researchers Svetlana Borovkova trusts endorse each paper. Same corpus, a different order for every researcher.
- Space-time modeling of traffic flow (Computational Geosciences)
- Spatial Interaction and the Statistical Analysis of Lattice Systems
- Pricing and Hedging Spread Options (SIAM Review)
- Independent and stationary sequences of random variables
- A Class of Statistics with Asymptotically Normal Distribution
- 5. Statistics for Spatial Data
- Spatial Autocorrelation (Encyclopedia of Database Systems)
- Consistency and asymptotic normality of least squares estimators in generalized STAR models
- Order Flow, Transaction Clock, and Normality of Asset Returns
- Options, Futures, and Other Derivatives
Their papers
- Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation (2001) — 152 citations
- Consistency and asymptotic normality of least squares estimators in generalized STAR models (2008) — 81 citations
- Electricity price modeling with stochastic time change (2017) — 91 citations
- Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties (2012) — 50 citations
- A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option (2007) — 102 citations