Concepedia

Almut E. D. Veraart

AE

Statistics

Publications

17

Citations

399

H-Index

13

Active since

2008

Affiliations

Imperial College London(Current)

Aarhus University

University of Oslo

Harvard University

Almut E. D. Veraart is an author at Imperial College London specializing in stochastic processes, economics, and finance.

ORCID

Publications per year

2008–2024

17

Publications

17

Stochastic Volatility of Volatility and Variance Risk Premia

Ole E. Barndorff–Nielsen, Almut E. D. Veraart · Journal of Financial Econometrics · 2012 · 65 citations

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Modelling Electricity Futures by Ambit Fields

Ole E. Barndorff–Nielsen, Fred Espen Benth, Almut E. D. Veraart · Advances in Applied Probability · 2014 · 42 citations

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Integer‐valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes

Ole E. Barndorff–Nielsen, Asger Lunde, Neil Shephard et al. · Scandinavian Journal of Statistics · 2014 · 36 citations · Full text

, , +16

Stochastic volatility and stochastic leverage

Almut E. D. Veraart, Luitgard Anna Maria Veraart · Annals of Finance · 2010 · 34 citations

, , +14

On stochastic integration for volatility modulated Lévy-driven Volterra processes

Ole E. Barndorff–Nielsen, Fred Espen Benth, Jan Skov Pedersen et al. · Stochastic Processes and their Applications · 2013 · 26 citations · Full text

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