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Information about:
Almut E. D. Veraart

Personal Details | Affiliation | Works
This is information that was supplied by Almut Veraart in registering through RePEc. If you are Almut E. D. Veraart , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Almut
Middle Name: E. D.
Last Name: Veraart
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RePEc Short-ID: pve148

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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009. "Stochastic volatility of volatility in continuous time," CREATES Research Papers 2009-25, School of Economics and Management, University of Aarhus. [Downloadable!]

  2. Almut E. D. Veraart & Luitgard A. M. Veraart, 2009. "Stochastic volatility and stochastic leverage," CREATES Research Papers 2009-20, School of Economics and Management, University of Aarhus. [Downloadable!]

  3. Almut E. D. Veraart, 2008. "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers 2008-57, School of Economics and Management, University of Aarhus. [Downloadable!]

  4. Almut Veraart, 2008. "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers 2008-17, School of Economics and Management, University of Aarhus. [Downloadable!]

  5. Almut Elisabeth Dorothea Veraart, 2007. "Feasible inference for realised variance in the presence of jumps," OFRC Working Papers Series 2007fe02, Oxford Financial Research Centre. [Downloadable!]

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2007-03-03 2008-06-27 2008-11-18 2009-05-30 2009-06-03 Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2008-06-27 2009-06-03 Author is listed
  3. NEP-MST: Market Microstructure (2) 2008-06-27 2009-06-03 Author is listed
  4. NEP-ORE: Operations Research (2) 2009-05-30 2009-06-03 Author is listed
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This page was last updated on 2009-11-10.

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