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Ole E. Barndorff-Nielsen

Ole E. Barndorff-Nielsen

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Mathematics
Denmark
2023

D-Index & Metrics

Mathematics

D-Index
89
Citations
41699
World Ranking
76
National Ranking
1

Research.com Recognitions

  • 2023 - Research.com Mathematics in Denmark Leader Award
  • 2001 - Fellow of the Royal Society of Edinburgh
  • 1990 - Member of Academia Europaea

Overview

Ole E. Barndorff-Nielsen was a researcher affiliated with Aarhus University in Denmark. Their academic career encompassed work that contributed to various scientific domains, reflected through their institutional association.

Throughout their career, Barndorff-Nielsen's scholarly contributions were marked by recognition in the form of awards. They were honored as a Fellow of the Royal Society of Edinburgh in 2001 and became a Member of Academia Europaea in 1990. These distinctions indicate acknowledgment by established academic bodies.

Information on their research output highlights that no specific papers, frequent co-authors, publication venues, book publications, or documented fields and subfields of study are currently listed. Consequently, no details about particular publications, collaborative networks, or dominant thematic areas can be outlined beyond their institutional affiliation.

Best Publications

  • Econometric analysis of realized volatility and its use in estimating stochastic volatility models

    Ole E. Barndorff-Nielsen;Neil Shephard

  • Power and Bipower Variation with Stochastic Volatility and Jumps

    Ole E. Barndorff-Nielsen;Neil Shephard

  • Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics

    Ole E. Barndorff-Nielsen;Neil Shephard

  • Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation

    Ole Eiler Barndorff-Nielsen;Neil Shephard

  • Processes of normal inverse Gaussian type

    Ole E. Barndorff-Nielsen

  • Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise ∗

    Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard

  • Information and Exponential Families in Statistical Theory

    J. F. C. Kingman;O. Barndorff-Nielsen

  • Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling

    Ole E. Barndorff-Nielsen

  • Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics

    Ole Eiler Barndorff-Nielsen;N. Shephard

  • Realized kernels in practice: trades and quotes

    O. E. Barndorff‐Nielsen;P. Reinhard Hansen;A. Lunde;N. Shephard

  • Asymptotic techniques for use in statistics

    O. E. Barndorff-Nielsen;D. R. Cox

  • Information and Exponential Families in Statistical Theory

    O. E. Barndorff-Nielsen

  • Exponentially Decreasing Distributions for the Logarithm of Particle Size

    O. Barndorff-Nielsen

  • Estimating quadratic variation using realized variance

    Ole E. Barndorff-Nielsen;Neil Shephard

  • Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading

    Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard

  • On a formula for the distribution of the maximum likelihood estimator

    O. Barndorff-Nielsen

  • Lévy processes : theory and applications

    O. E. Barndorff-Nielsen;Thomas Mikosch;Sidney Resnick

  • Inference and Asymptotics

    O. E. Barndorff-Nielsen;D. R. Cox

  • Normal Variance-Mean Mixtures and z Distributions

    O. Barndorff-Nielsen;J. Kent;M. Sørensen

  • Infereni on full or partial parameters based on the standardized signed log likelihood ratio

    O. E. Barndorff-Nielsen

  • Information and Exponential Families in Statistical Theory

    Ernst P. Billeter;Ole Barndorff-Nielsen

Frequent Co-Authors

Neil Shephard
Neil Shephard Harvard University
Fred Espen Benth
Fred Espen Benth BI Norwegian Business School
Albert N. Shiryaev
Albert N. Shiryaev Steklov Mathematical Institute
Mark Podolskij
Mark Podolskij University of Luxembourg
Asger Lunde
Asger Lunde Copenhagen Economics
Michael Sørensen
Michael Sørensen University of Copenhagen
David R. Cox
David R. Cox University of Oxford
Peter Reinhard Hansen
Peter Reinhard Hansen University of North Carolina at Chapel Hill
Jean Jacod
Jean Jacod Sorbonne University
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich

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