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 5 297
Feasible inference for realised variance in the presence of jumps 0 0 0 43 0 0 3 140
Feasible inference for realised variance in the presence of jumps 0 0 2 2 0 0 2 11
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process 0 0 0 1 0 1 2 8
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 0 1 179
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 17 0 0 0 26
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 0 84 0 0 1 300
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 0 0 0 0 1 3 4
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes 0 1 5 308 1 2 14 633
Modelling electricity forward markets by ambit fields 0 0 0 108 0 1 2 251
Modelling energy spot prices by Lévy semistationary processes 0 1 1 117 0 1 3 181
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 0 1 19 0 0 8 76
Risk premia in energy markets 0 1 5 271 0 2 10 660
Stochastic volatility and stochastic leverage 0 0 0 178 0 0 2 431
Stochastic volatility of volatility in continuous time 0 0 0 194 0 0 5 383
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective 0 0 1 20 1 2 6 37
Total Working Papers 0 3 15 1,587 2 10 69 3,780

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 0 1 50
A latent trawl process model for extreme values 0 0 0 0 0 0 0 0
A multi-factor approach to modelling the impact of wind energy on electricity spot prices 0 0 1 4 0 0 3 13
A weak law of large numbers for realised covariation in a Hilbert space setting 1 1 1 2 1 1 2 7
Asymptotic theory for the inference of the latent trawl model for extreme values 0 0 0 0 0 0 1 3
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 0 2 68
Hybrid simulation scheme for volatility modulated moving average fields 0 0 0 1 1 1 2 12
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES 0 0 0 27 0 0 1 112
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 1 0 0 2 8
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 1 5 0 0 2 22
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures 0 0 0 0 0 0 5 118
Likelihood theory for the graph Ornstein-Uhlenbeck process 0 0 0 0 0 0 1 7
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes 0 0 1 3 0 0 1 10
Mixing Properties of Multivariate Infinitely Divisible Random Fields 0 0 0 0 0 0 0 0
Modeling, simulation and inference for multivariate time series of counts using trawl processes 0 1 5 9 0 1 6 35
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 1 1 8 68
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 0 1 1 0 1 4 10
Simulation methods and error analysis for trawl processes and ambit fields 0 0 0 0 0 0 0 3
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference 0 0 0 2 0 0 1 9
Stochastic Volatility of Volatility and Variance Risk Premia 0 0 2 40 0 1 5 110
Stochastic volatility and stochastic leverage 0 0 2 25 1 1 7 125
The short-term predictability of returns in order book markets: A deep learning perspective 1 3 3 3 3 8 10 10
Total Journal Articles 2 5 17 151 7 15 65 821

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Statistics updated 2025-07-04