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Author
Ole E. Barndorff–Nielsen
also known as Barndorff-Nielsen, O. E., Barndorff-Nielsen, Ole E., Barndorff-Nielsen, Ole Eiler
Mathematics Research Center · Statistics Denmark · University of Southern Denmark · Université de Toulouse
About this author
Works
455
Cited by
34,367
h-index
79
i10
230
Top papers
Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
Ole E. Barndorff–Nielsen, Neil Shephard
·
2002
·
Journal of the Royal Statistical Society Series B (Statistical Methodology)
↗ 2,299
OA
Power and Bipower Variation with Stochastic Volatility and Jumps
Ole E. Barndorff–Nielsen
·
2004
·
Journal of Financial Econometrics
↗ 2,106
Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
Ole E. Barndorff–Nielsen, Neil Shephard
·
2001
·
Journal of the Royal Statistical Society Series B (Statistical Methodology)
↗ 1,883
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
Ole E. Barndorff–Nielsen
·
2005
·
Journal of Financial Econometrics
↗ 1,385
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
Ole E. Barndorff–Nielsen, Peter Reinhard Hansen, Asger Lunde, et al.
·
2008
·
Econometrica
↗ 1,277
Processes of normal inverse Gaussian type
Ole E. Barndorff–Nielsen
·
1997
·
Finance and Stochastics
↗ 1,259
Information and Exponential Families in Statistical Theory.
J. F. C. Kingmán, Ole E. Barndorff–Nielsen
·
1979
·
Journal of the Royal Statistical Society Series A (General)
↗ 1,198
Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
Ole E. Barndorff–Nielsen, Neil Shephard
·
2004
·
Econometrica
↗ 946
Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
Ole E. Barndorff–Nielsen
·
1997
·
Scandinavian Journal of Statistics
↗ 937
Exponentially decreasing distributions for the logarithm of particle size
Ole E. Barndorff–Nielsen
·
1977
·
Proceedings of the Royal Society of London A Mathematical and Physical Sciences
↗ 823
Asymptotic Techniques for Use in Statistics
Ole E. Barndorff–Nielsen, D. R. Cox
·
1989
↗ 721
Identification and Inference for Econometric Models
Donald W. K. Andrews, Donald W. K. Andrews, Donald W. K. Andrews, et al.
·
2005
·
Cambridge University Press eBooks
↗ 713