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Borovkova, Svetlana's
Scholarly Papers
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Total Downloads
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Borovkova, Svetlana Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration Bunk, Hidde SNS Reaal Goeij, Willem-Jan de affiliation not provided to SSRN Mechev, Dimitar NIBC Bank N.V. Veldhuizen, Dirk affiliation not provided to SSRN
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62
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structured product, commodities, rating, bootstrap, mean reversion
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Borovkova, Svetlana Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration Lopuhaa, Rik Delft University of Technology
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conditional variance, space-time models, GARCH, weight matrix, maximum likelihood estimation
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Borovkova, Svetlana Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration
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11 Dec 10
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Last Revised:
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16 Nov 12
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Oil Futures, News, Event Study
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Records 1 -
3
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