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 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
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 ITÔ 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


Statistics updated 2020-09-04