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Veraart, Almut E. D.
7
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Bennedsen, Mikkel
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Noven, Ragnhild C.
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ECONIS (ZBW)
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1
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
2
A multi-factor approach to modelling the impact of wind energy on electricity spot prices
Rowińska, Paulina A.
;
Veraart, Almut E. D.
;
Gruet, Pierre
- In:
Energy economics
104
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013364270
Saved in:
3
A latent trawl process model for extreme values
Noven, Ragnhild C.
;
Veraart, Almut E. D.
;
Gandy, Axel
- In:
The journal of energy markets
11
(
2018
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012001918
Saved in:
4
Stochastic volatility of volatility and variance risk premia
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10009708931
Saved in:
5
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 205-233
Persistent link: https://www.econbiz.de/10009548093
Saved in:
6
Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
Saved in:
7
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D.
- In:
Econometric theory
26
(
2010
)
2
,
pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
Saved in:
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