ProfessorAlmut Veraart
Professor of Statistics
Department of Mathematics - Faculty of Natural Sciences
Orcid identifier0000-0001-8582-3652 (opens in a new tab)
- Professor of StatisticsDepartment of Mathematics - Faculty of Natural Sciences
- 020 7594 8545 (Work)
- 551, Huxley Building, South Kensington Campus, United Kingdom
RESEARCH
General research interests:
Statistical methods for stochastic processes
Applied probability
Ambit stochastics: Theory and application of ambit fields and ambit processes
Financial econometrics
Financial mathematics
Specific research interests:
Continuous time modelling of time series
Stochastic volatility: Modelling and estimation
Levy processes
Stochastic models for tempo-spatial data
High frequency financial data
Modelling of energy markets
Statistical methods for stochastic processes
Applied probability
Ambit stochastics: Theory and application of ambit fields and ambit processes
Financial econometrics
Financial mathematics
Specific research interests:
Continuous time modelling of time series
Stochastic volatility: Modelling and estimation
Levy processes
Stochastic models for tempo-spatial data
High frequency financial data
Modelling of energy markets