Almut E. D. Veraart

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 4

Top Topics

Social Cognition

Temporal Patterns

Granger Causality

Top Venues

Math. Comput. Simul.

SIAM J. Financial Math.

J. Multivar. Anal.

Publications

Dan Leonte, Almut E. D. Veraart
Simulation methods and error analysis for trawl processes and ambit fields. Math. Comput. Simul. 215 (2024)
Almut E. D. Veraart
Modeling, simulation and inference for multivariate time series of counts using trawl processes. J. Multivar. Anal. 169 (2019)
Claudio Heinrich, Mikko S. Pakkanen, Almut E. D. Veraart
Hybrid simulation scheme for volatility modulated moving average fields. Math. Comput. Simul. 166 (2019)
Andrea Granelli, Almut E. D. Veraart
Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion. SIAM J. Financial Math. 7 (1) (2016)
Fred Espen Benth, Heidar Eyjolfsson, Almut E. D. Veraart
Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets. SIAM J. Financial Math. 5 (1) (2014)