O
Ole E. Barndorff–Nielsen
Aarhus University
h-index
—
Publications
—
Citations
—
i10-index
—
Impact (2-yr)
—
Top Publications
Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
Journal of the Royal Statistical Society Series B (Statistical Methodology)20022,286 citationsFirst author
Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
Journal of the Royal Statistical Society Series B (Statistical Methodology)20011,876 citationsFirst authorCorresponding