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	113	1	1	8	297
Feasible inference for realised variance in the presence of jumps	0	0	0	43	1	1	3	140
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	1	123
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances	0	0	0	52	0	1	1	179
Inference for the jump part of quadratic variation of Itô semimartingales	0	0	0	84	1	1	2	300
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes	2	2	6	306	2	6	18	630
Modelling electricity forward markets by ambit fields	0	0	0	108	0	1	1	250
Modelling energy spot prices by Lévy semistationary processes	0	0	0	116	1	1	3	180
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes	0	1	2	19	0	4	8	75
Risk premia in energy markets	0	2	6	270	0	4	14	658
Stochastic volatility and stochastic leverage	0	0	0	178	0	0	2	431
Stochastic volatility of volatility in continuous time	0	0	0	194	2	4	6	383
Total Working Papers	2	5	15	1,518	8	24	67	3,646

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	0	10	1	1	1	50
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	2	68
Hybrid simulation scheme for volatility modulated moving average fields	0	0	0	1	0	0	2	10
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES	0	0	0	27	0	0	1	112
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes	0	0	0	4	0	0	0	20
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures	0	0	0	0	1	1	4	117
Modeling, simulation and inference for multivariate time series of counts using trawl processes	1	1	3	6	1	2	4	32
On stochastic integration for volatility modulated Lévy-driven Volterra processes	0	0	0	4	0	2	7	67
On the class of distributions of subordinated Lévy processes and bases	0	0	0	6	0	1	1	21
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference	0	0	0	2	0	1	1	9
Stochastic Volatility of Volatility and Variance Risk Premia	0	0	2	40	1	2	4	109
Stochastic volatility and stochastic leverage	0	0	3	25	0	2	8	124
Total Journal Articles	1	1	8	133	4	13	35	739

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Statistics updated 2025-03-03