Access Statistics for Almut E. D. Veraart

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Ambit processes and stochastic partial differential equations	0	0	1	109	1	2	4	275
Feasible inference for realised variance in the presence of jumps	0	0	0	43	0	0	2	131
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	0	3	119
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances	0	0	0	51	0	0	4	172
Inference for the jump part of quadratic variation of Itô semimartingales	0	1	1	84	1	4	12	235
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes	0	4	9	280	1	12	36	561
Modelling electricity forward markets by ambit fields	2	4	4	103	3	5	9	226
Modelling energy spot prices by Lévy semistationary processes	0	1	6	112	0	1	9	167
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes	0	1	1	15	2	3	7	51
Risk premia in energy markets	0	5	14	228	1	12	47	527
Stochastic volatility and stochastic leverage	0	0	1	177	0	1	9	413
Stochastic volatility of volatility in continuous time	0	1	3	183	1	3	15	344
Total Working Papers	2	17	40	1,420	10	43	157	3,221

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	7	1	3	11	39
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	65
Hybrid simulation scheme for volatility modulated moving average fields	0	0	1	1	0	0	4	4
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÃ” SEMIMARTINGALES	0	0	0	27	0	1	7	109
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes	0	0	0	2	0	1	4	13
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures	0	0	0	0	0	0	3	110
Modeling, simulation and inference for multivariate time series of counts using trawl processes	0	0	1	2	0	1	5	9
On stochastic integration for volatility modulated Lévy-driven Volterra processes	0	0	0	4	0	0	2	29
On the class of distributions of subordinated Lévy processes and bases	0	0	0	6	0	1	2	16
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference	0	0	1	2	0	0	1	7
Stochastic Volatility of Volatility and Variance Risk Premia	0	0	1	34	1	3	7	96
Stochastic volatility and stochastic leverage	0	0	1	16	0	3	10	93
Total Journal Articles	0	0	7	109	2	14	62	590

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Statistics updated 2020-09-04