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 0 4 300
Feasible inference for realised variance in the presence of jumps 0 0 0 43 1 1 3 142
Feasible inference for realised variance in the presence of jumps 0 0 1 2 1 2 3 13
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process 0 0 0 1 0 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 2 3 3 126
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 0 2 2 28
Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics 0 0 0 25 1 1 2 41
Inference for the jump part of quadratic variation of Itô semimartingales 0 0 1 85 1 3 5 304
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 0 0 0 1 4 5 8
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes 0 2 6 310 3 9 19 643
Modelling electricity forward markets by ambit fields 0 0 0 108 1 4 6 255
Modelling energy spot prices by Lévy semistationary processes 0 1 2 118 4 10 12 191
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 0 1 19 2 4 10 81
Risk premia in energy markets 0 2 4 273 2 6 11 666
Stochastic volatility and stochastic leverage 0 0 0 178 1 2 2 433
Stochastic volatility of volatility in continuous time 0 0 0 194 1 1 6 385
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective 0 1 3 23 1 6 11 46
Total Working Papers 0 6 18 1,596 22 59 107 3,850

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 0 1 2 51
A latent trawl process model for extreme values 0 1 1 1 0 2 4 4
A multi-factor approach to modelling the impact of wind energy on electricity spot prices 0 0 2 5 0 2 5 17
A weak law of large numbers for realised covariation in a Hilbert space setting 0 0 1 2 3 5 7 13
Asymptotic theory for the inference of the latent trawl model for extreme values 0 0 0 0 0 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 1 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 0 3 4 116
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 1 2 2 3 6 13
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 1 5 3 5 7 27
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures 0 0 0 0 3 6 8 124
Likelihood theory for the graph Ornstein-Uhlenbeck process 0 1 1 1 3 7 8 14
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes 0 0 1 3 1 3 4 13
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 0 6 11 0 3 11 41
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 2 5 9 76
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 2 3 6 13
Simulation methods and error analysis for trawl processes and ambit fields 0 0 0 0 0 7 8 11
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference 0 0 0 2 0 2 4 12
Stochastic Volatility of Volatility and Variance Risk Premia 0 1 1 41 2 5 8 116
Stochastic volatility and stochastic leverage 0 0 0 25 0 1 3 126
The short-term predictability of returns in order book markets: A deep learning perspective 2 3 9 9 5 15 30 32
Total Journal Articles 2 7 25 165 26 81 146 931

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Statistics updated 2026-01-09