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 9 309
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 1 11 19
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? 1 1 1 36 2 4 15 138
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances 0 0 0 52 1 3 15 194
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 17 1 2 10 36
Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics 0 0 0 25 2 2 7 47
Inference for the jump part of quadratic variation of Itô semimartingales 0 0 0 85 0 2 11 312
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 0 2 2 0 0 16 20
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes 1 1 7 315 2 4 21 655
Modelling electricity forward markets by ambit fields 0 0 0 108 0 2 16 267
Modelling energy spot prices by Lévy semistationary processes 0 0 1 118 1 3 27 208
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 1 2 3 22 1 4 16 93
Risk premia in energy markets 0 3 7 278 1 6 26 686
Stochastic volatility and stochastic leverage 0 0 0 178 0 2 11 442
Stochastic volatility of volatility in continuous time 0 0 1 195 0 1 9 393
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective 0 0 2 24 0 8 49 89
Total Working Papers 3 7 24 1,614 12 46 274 4,065

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 1 11 0 0 9 59
A latent trawl process model for extreme values 0 0 1 1 0 0 9 11
A multi-factor approach to modelling the impact of wind energy on electricity spot prices 0 2 3 8 0 2 11 26
A weak law of large numbers for realised covariation in a Hilbert space setting 0 1 1 3 0 3 15 23
Asymptotic theory for the inference of the latent trawl model for extreme values 0 0 0 0 0 1 8 13
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 1 6 75
Hybrid simulation scheme for volatility modulated moving average fields 0 0 0 1 1 2 10 23
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES 0 0 0 27 0 0 14 127
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 2 0 1 10 20
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 0 5 0 0 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 0 1 2 2 2 3 16 23
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes 0 0 0 3 0 1 10 20
Mixing Properties of Multivariate Infinitely Divisible Random Fields 0 0 0 0 1 1 9 10
Modeling, simulation and inference for multivariate time series of counts using trawl processes 0 0 1 12 0 0 15 53
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 1 3 14 85
On the class of distributions of subordinated Lévy processes and bases 0 0 0 6 0 3 7 28
Scoring predictions at extreme quantiles 0 0 1 2 0 1 9 19
Simulation methods and error analysis for trawl processes and ambit fields 0 0 0 0 1 1 15 19
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference 0 0 0 2 0 0 10 20
Stochastic Volatility of Volatility and Variance Risk Premia 0 0 2 42 1 1 18 129
Stochastic volatility and stochastic leverage 0 0 1 26 1 4 16 141
The short-term predictability of returns in order book markets: A deep learning perspective 2 2 9 15 8 21 100 117
Total Journal Articles 2 6 22 180 16 49 350 1,200

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Statistics updated 2026-10-11