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 0 1 8 307
Feasible inference for realised variance in the presence of jumps 0 0 0 43 0 0 1 142
Feasible inference for realised variance in the presence of jumps 0 0 0 2 0 0 4 15
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process 0 0 0 1 0 0 10 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 1 2 12 135
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances 0 0 0 52 0 0 12 191
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 17 1 3 9 35
Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics 0 0 0 25 0 0 5 45
Inference for the jump part of quadratic variation of Itô semimartingales 0 0 1 85 0 1 10 310
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 2 2 2 0 3 16 20
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes 0 1 6 314 2 3 19 653
Modelling electricity forward markets by ambit fields 0 0 0 108 0 0 14 265
Modelling energy spot prices by Lévy semistationary processes 0 0 1 118 0 0 24 205
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 1 1 20 0 1 12 89
Risk premia in energy markets 0 0 4 275 0 1 20 680
Stochastic volatility and stochastic leverage 0 0 0 178 0 3 9 440
Stochastic volatility of volatility in continuous time 0 1 1 195 0 1 9 392
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective 0 1 4 24 2 9 45 83
Total Working Papers 0 6 20 1,607 6 28 239 4,025

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 1 1 11 0 2 9 59
A latent trawl process model for extreme values 0 0 1 1 0 0 11 11
A multi-factor approach to modelling the impact of wind energy on electricity spot prices 0 0 2 6 0 0 11 24
A weak law of large numbers for realised covariation in a Hilbert space setting 0 0 0 2 0 1 12 20
Asymptotic theory for the inference of the latent trawl model for extreme values 0 0 0 0 0 0 8 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 0 2 6 74
Hybrid simulation scheme for volatility modulated moving average fields 0 0 0 1 1 3 9 22
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES 0 0 0 27 0 3 14 127
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 2 1 1 11 20
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 0 5 0 1 12 34
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures 0 0 0 0 0 0 7 125
Likelihood theory for the graph Ornstein-Uhlenbeck process 1 1 2 2 1 1 14 21
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes 0 0 0 3 1 3 10 20
Mixing Properties of Multivariate Infinitely Divisible Random Fields 0 0 0 0 0 0 8 9
Modeling, simulation and inference for multivariate time series of counts using trawl processes 0 0 2 12 0 2 17 53
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 1 1 15 83
On the class of distributions of subordinated Lévy processes and bases 0 0 0 6 1 1 5 26
Scoring predictions at extreme quantiles 0 0 1 2 0 0 8 18
Simulation methods and error analysis for trawl processes and ambit fields 0 0 0 0 0 0 15 18
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference 0 0 0 2 0 0 11 20
Stochastic Volatility of Volatility and Variance Risk Premia 0 0 2 42 0 1 18 128
Stochastic volatility and stochastic leverage 0 1 1 26 1 3 13 138
The short-term predictability of returns in order book markets: A deep learning perspective 0 2 10 13 7 14 92 103
Total Journal Articles 1 5 22 175 14 39 336 1,165

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Statistics updated 2026-08-07