Login / Signup
Katja Ignatieva
ORCID
Publication Activity (10 Years)
Years Active: 2012-2016
Publications (10 Years): 1
Top Topics
Risk Management
Electric Power
Diffusion Coefficient
Electricity Markets
Top Venues
Comput. Oper. Res.
Comput. Stat. Data Anal.
</>
Publications
</>
Katja Ignatieva
,
Stefan Trück
Modeling spot price dependence in Australian electricity markets with applications to risk management.
Comput. Oper. Res.
66 (2016)
Katja Ignatieva
,
Eckhard Platen
Estimating the diffusion coefficient function for a diversified world stock index.
Comput. Stat. Data Anal.
56 (6) (2012)