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 4 7 304
Feasible inference for realised variance in the presence of jumps 0 0 0 43 0 1 2 142
Feasible inference for realised variance in the presence of jumps 0 0 0 2 1 3 4 15
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process 0 0 0 1 0 3 5 12
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 4 5 128
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances 0 0 0 52 2 8 8 187
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 17 1 2 4 30
Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics 0 0 0 25 1 3 3 43
Inference for the jump part of quadratic variation of Itô semimartingales 0 0 1 85 0 1 4 304
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 0 0 0 1 9 13 16
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes 0 1 5 311 1 7 17 647
Modelling electricity forward markets by ambit fields 0 0 0 108 1 7 11 261
Modelling energy spot prices by Lévy semistationary processes 0 0 2 118 2 11 18 198
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 0 0 19 0 7 11 86
Risk premia in energy markets 0 0 3 273 4 9 15 673
Stochastic volatility and stochastic leverage 0 0 0 178 0 3 4 435
Stochastic volatility of volatility in continuous time 0 0 0 194 0 3 4 387
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective 0 0 3 23 6 13 23 58
Total Working Papers 0 1 14 1,597 20 98 158 3,926

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 2 3 53
A latent trawl process model for extreme values 0 0 1 1 0 4 8 8
A multi-factor approach to modelling the impact of wind energy on electricity spot prices 0 1 2 6 1 3 7 20
A weak law of large numbers for realised covariation in a Hilbert space setting 0 0 1 2 0 7 11 17
Asymptotic theory for the inference of the latent trawl model for extreme values 0 0 0 0 0 3 6 9
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 3 71
Hybrid simulation scheme for volatility modulated moving average fields 0 0 0 1 0 4 7 17
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES 0 0 0 27 1 3 7 119
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 1 2 0 6 9 17
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 1 5 2 7 11 31
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures 0 0 0 0 1 4 8 125
Likelihood theory for the graph Ornstein-Uhlenbeck process 0 0 1 1 2 6 11 17
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes 0 0 0 3 2 4 6 16
Mixing Properties of Multivariate Infinitely Divisible Random Fields 0 0 0 0 0 4 6 6
Modeling, simulation and inference for multivariate time series of counts using trawl processes 1 1 6 12 3 8 17 49
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 0 6 13 80
On the class of distributions of subordinated Lévy processes and bases 0 0 0 6 1 1 1 22
Scoring predictions at extreme quantiles 0 0 1 2 1 6 8 17
Simulation methods and error analysis for trawl processes and ambit fields 0 0 0 0 0 3 11 14
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference 0 0 0 2 1 5 8 17
Stochastic Volatility of Volatility and Variance Risk Premia 0 1 2 42 4 10 15 124
Stochastic volatility and stochastic leverage 0 0 0 25 1 4 6 130
The short-term predictability of returns in order book markets: A deep learning perspective 1 3 10 10 17 44 69 71
Total Journal Articles 2 6 26 169 39 145 251 1,050

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Statistics updated 2026-03-04