Access Statistics for Almut E. D. Veraart
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Feasible inference for realised variance in the presence of jumps | 1 | 1 | 8 | 39 | 1 | 1 | 17 | 87 |
| Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances | 3 | 5 | 30 | 30 | 4 | 10 | 56 | 56 |
| Inference for the jump part of quadratic variation of Itô semimartingales | 2 | 7 | 30 | 50 | 3 | 11 | 69 | 114 |
| Stochastic volatility and stochastic leverage | 5 | 15 | 35 | 35 | 12 | 33 | 63 | 63 |
| Stochastic volatility of volatility in continuous time | 2 | 10 | 27 | 27 | 7 | 24 | 40 | 40 |
| Total Working Papers | 13 | 38 | 130 | 181 | 27 | 79 | 245 | 360 |
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