Access Statistics for Almut E. D. Veraart

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Ambit processes and stochastic partial differential equations	0	0	3	113	1	3	7	294
Feasible inference for realised variance in the presence of jumps	0	0	0	43	0	1	2	138
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?	0	0	0	35	0	0	0	122
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances	0	0	0	52	0	0	1	178
Inference for the jump part of quadratic variation of Itô semimartingales	0	0	0	84	0	1	1	299
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes	0	0	7	303	0	3	13	620
Modelling electricity forward markets by ambit fields	0	0	0	108	0	0	0	249
Modelling energy spot prices by Lévy semistationary processes	0	0	1	116	0	1	4	179
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes	0	0	1	18	1	1	2	69
Risk premia in energy markets	1	1	10	267	1	2	23	651
Stochastic volatility and stochastic leverage	0	0	0	178	0	0	0	429
Stochastic volatility of volatility in continuous time	0	0	1	194	0	1	4	379
Total Working Papers	1	1	23	1,511	3	13	57	3,607

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Lévy-driven rainfall model with applications to futures pricing	0	0	0	10	0	0	0	49
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?	0	0	0	8	0	0	0	66
Hybrid simulation scheme for volatility modulated moving average fields	0	0	0	1	0	0	3	10
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES	0	0	0	27	1	1	1	112
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes	0	0	0	4	0	0	0	20
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures	0	0	0	0	0	0	0	113
Modeling, simulation and inference for multivariate time series of counts using trawl processes	1	2	2	5	1	2	3	30
On stochastic integration for volatility modulated Lévy-driven Volterra processes	0	0	0	4	1	2	9	62
On the class of distributions of subordinated Lévy processes and bases	0	0	0	6	0	0	0	20
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference	0	0	0	2	0	0	0	8
Stochastic Volatility of Volatility and Variance Risk Premia	0	0	1	38	0	0	1	105
Stochastic volatility and stochastic leverage	0	0	1	23	0	0	4	118
Total Journal Articles	1	2	4	128	3	5	21	713

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Statistics updated 2024-09-04