Almut Veraart

Almut Veraart

Imperial College London - London / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1444318
person_outline Almut Veraart's MOST POPULAR ARTICLES
1-) Modelling energy spot prices by volatility modulated Lévy-driven Volterra processesOE Barndorff-Nielsen, FE Benth, AED VeraartBernoulli 19 (3), 803-845, 2013144*2013
2-) Modelling electricity futures by ambit fieldsOE Barndorff-Nielsen, FE Benth, AED VeraartAdvances in Applied Probability 46 (3), 719-745, 2014832014
3-) Stochastic volatility of volatility and variance risk premiaOE Barndorff-Nielsen, AED VeraartJournal of Financial Econometrics 11 (1), 1-46, 201283*2012
4-) Ambit processes and stochastic partial differential equationsOE Barndorff-Nielsen, FE Benth, AED VeraartAdvanced mathematical methods for finance, 35-74, 2011662011
5-) Inference for the jump part of quadratic variation of Itô semimartingalesAED VeraartEconometric Theory 26 (2), 331-368, 2010632010