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 4 4 8 304
Feasible inference for realised variance in the presence of jumps 0 0 0 43 0 1 3 142
Feasible inference for realised variance in the presence of jumps 0 0 1 2 1 3 4 14
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process 0 0 0 1 3 4 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 2 5 5 128
Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances 0 0 0 52 6 6 6 185
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 0 17 1 2 3 29
Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics 0 0 0 25 1 2 2 42
Inference for the jump part of quadratic variation of Itô semimartingales 0 0 1 85 0 3 5 304
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 0 0 0 7 9 12 15
Modelling electricity day–ahead prices by multivariate Lévy semistationary processes 1 2 7 311 3 11 18 646
Modelling electricity forward markets by ambit fields 0 0 0 108 5 7 10 260
Modelling energy spot prices by Lévy semistationary processes 0 0 2 118 5 12 17 196
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 0 0 19 5 7 11 86
Risk premia in energy markets 0 2 3 273 3 8 11 669
Stochastic volatility and stochastic leverage 0 0 0 178 2 4 4 435
Stochastic volatility of volatility in continuous time 0 0 0 194 2 3 6 387
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective 0 1 3 23 6 9 17 52
Total Working Papers 1 5 17 1,597 56 100 147 3,906

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 0 1 1 4 4 8 8
A multi-factor approach to modelling the impact of wind energy on electricity spot prices 1 1 2 6 2 2 6 19
A weak law of large numbers for realised covariation in a Hilbert space setting 0 0 1 2 4 8 11 17
Asymptotic theory for the inference of the latent trawl model for extreme values 0 0 0 0 3 4 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 1 1 3 71
Hybrid simulation scheme for volatility modulated moving average fields 0 0 0 1 4 4 7 17
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES 0 0 0 27 2 3 6 118
Inference and forecasting for continuous-time integer-valued trawl processes 0 0 1 2 4 6 9 17
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 1 5 2 7 9 29
Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures 0 0 0 0 0 5 8 124
Likelihood theory for the graph Ornstein-Uhlenbeck process 0 0 1 1 1 4 9 15
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes 0 0 1 3 1 3 5 14
Mixing Properties of Multivariate Infinitely Divisible Random Fields 0 0 0 0 4 4 6 6
Modeling, simulation and inference for multivariate time series of counts using trawl processes 0 0 6 11 5 6 15 46
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 4 9 13 80
On the class of distributions of subordinated Lévy processes and bases 0 0 0 6 0 0 0 21
Scoring predictions at extreme quantiles 0 0 1 2 3 5 8 16
Simulation methods and error analysis for trawl processes and ambit fields 0 0 0 0 3 5 11 14
Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference 0 0 0 2 4 6 7 16
Stochastic Volatility of Volatility and Variance Risk Premia 1 2 2 42 4 9 12 120
Stochastic volatility and stochastic leverage 0 0 0 25 3 3 5 129
The short-term predictability of returns in order book markets: A deep learning perspective 0 2 9 9 22 32 52 54
Total Journal Articles 2 5 26 167 80 131 218 1,011

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Statistics updated 2026-02-12