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
Ambit processes and stochastic partial differential equations 0 0 0 113 1 2 9 306
Feasible inference for realised variance in the presence of jumps 0 0 0 43 0 0 2 142
Feasible inference for realised variance in the presence of jumps 0 0 0 2 0 1 4 15
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process 0 0 0 1 3 6 11 18
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? 0 0 0 35 4 5 10 133
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances 0 0 0 52 4 6 12 191
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 17 2 3 6 32
Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics 0 0 0 25 2 3 5 45
Inference for the jump part of quadratic variation of Itô semimartingales 0 0 1 85 3 5 9 309
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 0 0 0 0 2 13 17
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes 2 2 6 313 3 4 19 650
Modelling electricity forward markets by ambit fields 0 0 0 108 2 5 15 265
Modelling energy spot prices by Lévy semistationary processes 0 0 2 118 6 9 25 205
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 0 0 19 2 2 12 88
Risk premia in energy markets 2 2 4 275 5 10 20 679
Stochastic volatility and stochastic leverage 0 0 0 178 2 2 6 437
Stochastic volatility of volatility in continuous time 0 0 0 194 4 4 8 391
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective 0 0 3 23 7 22 39 74
Total Working Papers 4 4 16 1,601 50 91 225 3,997

Journal Article File Downloads Abstract Views
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 2 6 7 57
A latent trawl process model for extreme values 0 0 1 1 2 3 11 11
A multi-factor approach to modelling the impact of wind energy on electricity spot prices 0 0 2 6 2 5 11 24
A weak law of large numbers for realised covariation in a Hilbert space setting 0 0 1 2 1 2 13 19
Asymptotic theory for the inference of the latent trawl model for extreme values 0 0 0 0 3 3 9 12
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? 0 0 0 8 1 1 4 72
Hybrid simulation scheme for volatility modulated moving average fields 0 0 0 1 1 2 8 19
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES 0 0 0 27 4 6 12 124
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 1 2 2 2 11 19
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 0 5 1 4 11 33
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures 0 0 0 0 0 1 7 125
Likelihood theory for the graph Ornstein-Uhlenbeck process 0 0 1 1 1 5 13 20
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes 0 0 0 3 1 3 7 17
Mixing Properties of Multivariate Infinitely Divisible Random Fields 0 0 0 0 2 3 9 9
Modeling, simulation and inference for multivariate time series of counts using trawl processes 0 1 4 12 1 5 17 51
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 1 2 15 82
On the class of distributions of subordinated Lévy processes and bases 0 0 0 6 3 4 4 25
Scoring predictions at extreme quantiles 0 0 1 2 1 2 9 18
Simulation methods and error analysis for trawl processes and ambit fields 0 0 0 0 3 4 15 18
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference 0 0 0 2 2 4 11 20
Stochastic Volatility of Volatility and Variance Risk Premia 0 0 2 42 3 7 18 127
Stochastic volatility and stochastic leverage 0 0 0 25 3 6 11 135
The short-term predictability of returns in order book markets: A deep learning perspective 0 2 11 11 7 35 87 89
Total Journal Articles 0 3 24 170 47 115 320 1,126

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Statistics updated 2026-05-06