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 4 300
Feasible inference for realised variance in the presence of jumps 0 0 0 43 0 0 2 141
Feasible inference for realised variance in the presence of jumps 0 0 1 2 1 1 2 12
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process 0 0 0 1 1 1 2 9
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 1 1 124
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances 0 0 0 52 0 0 1 179
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 17 1 2 2 28
Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics 0 0 0 25 0 0 1 40
Inference for the jump part of quadratic variation of Itô semimartingales 0 0 1 85 2 2 4 303
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 0 0 0 1 3 4 7
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes 1 2 6 310 5 6 16 640
Modelling electricity forward markets by ambit fields 0 0 0 108 1 3 5 254
Modelling energy spot prices by Lévy semistationary processes 0 1 2 118 3 6 8 187
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 0 1 19 0 2 8 79
Risk premia in energy markets 2 2 5 273 3 4 10 664
Stochastic volatility and stochastic leverage 0 0 0 178 1 1 1 432
Stochastic volatility of volatility in continuous time 0 0 0 194 0 0 5 384
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective 1 3 4 23 2 7 11 45
Total Working Papers 4 8 20 1,596 22 40 87 3,828

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 1 1 2 51
A latent trawl process model for extreme values 0 1 1 1 0 3 4 4
A multi-factor approach to modelling the impact of wind energy on electricity spot prices 0 1 2 5 0 4 5 17
A weak law of large numbers for realised covariation in a Hilbert space setting 0 0 1 2 1 2 4 10
Asymptotic theory for the inference of the latent trawl model for extreme values 0 0 0 0 1 1 3 6
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 3 70
Hybrid simulation scheme for volatility modulated moving average fields 0 0 0 1 0 0 3 13
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES 0 0 0 27 1 3 4 116
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 1 2 0 2 4 11
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 1 5 2 2 4 24
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures 0 0 0 0 2 3 5 121
Likelihood theory for the graph Ornstein-Uhlenbeck process 0 1 1 1 0 4 5 11
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes 0 0 1 3 1 2 3 12
Mixing Properties of Multivariate Infinitely Divisible Random Fields 0 0 0 0 0 1 2 2
Modeling, simulation and inference for multivariate time series of counts using trawl processes 0 1 6 11 1 5 11 41
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 3 6 9 74
On the class of distributions of subordinated Lévy processes and bases 0 0 0 6 0 0 1 21
Scoring predictions at extreme quantiles 0 1 1 2 0 1 4 11
Simulation methods and error analysis for trawl processes and ambit fields 0 0 0 0 2 8 8 11
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference 0 0 0 2 2 3 4 12
Stochastic Volatility of Volatility and Variance Risk Premia 1 1 1 41 3 3 7 114
Stochastic volatility and stochastic leverage 0 0 0 25 0 1 4 126
The short-term predictability of returns in order book markets: A deep learning perspective 0 4 7 7 5 16 26 27
Total Journal Articles 1 10 23 163 25 73 125 905

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06