Imperial College London

ProfessorAlmutVeraart

Faculty of Natural SciencesDepartment of Mathematics

Head of the Statistics Section, Professor of Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8545a.veraart Website

 
 
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Location

 

551Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inbook{Veraart:2012,
author = {Veraart, AED and Veraart, LAM},
booktitle = {Quantitative Energy Finance},
editor = {Benth and Kholodnyi and Laurence},
publisher = {Springer},
title = {Modelling electricity day-ahead prices by multivariate Levy semistationary processes},
year = {2012}
}

RIS format (EndNote, RefMan)

TY  - CHAP
AU - Veraart,AED
AU - Veraart,LAM
PB - Springer
PY - 2012///
TI - Modelling electricity day-ahead prices by multivariate Levy semistationary processes
T1 - Quantitative Energy Finance
ER -