Access Statistics for Ole E. Barndorff-Nielsen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales 0 0 0 93 0 0 0 360
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales 0 0 1 271 1 1 5 791
A Feasible Central Limit Theory for Realised Volatility Under Leverage 0 0 0 124 0 0 1 613
A central limit theorem for realised power and bipower variations of continuous semimartingales 0 0 0 29 0 0 1 116
A feasible central limit theory for realised volatility under leverage 0 0 0 91 0 0 1 362
A feasible central limit theory for realised volatility under leverage 0 0 0 0 0 0 0 11
Ambit processes and stochastic partial differential equations 0 0 0 113 0 0 6 297
Assessing Gamma kernels and BSS/LSS processes 0 0 1 88 0 1 4 71
Assessing Relative Volatility/Intermittency/Energy Dissipation 0 0 0 15 0 0 2 45
Basics of Levy processes 0 0 3 59 1 2 16 188
Basics of Levy processes 0 0 1 106 0 0 1 249
Bipower variation for Gaussian processes with stationary increments 0 0 0 37 0 0 1 103
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise 0 0 3 88 0 3 9 324
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise 0 0 1 133 0 1 3 526
Discrete-valued Levy processes and low latency financial econometrics 0 0 1 41 0 0 2 87
Discrete-valued Levy processes and low latency financial econometrics 0 0 0 106 0 2 4 259
Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics 1 1 1 367 1 2 3 1,274
Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models 0 0 1 30 0 1 2 135
Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics 0 0 0 0 1 2 4 37
Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics 0 0 0 411 1 1 2 754
Econometric analysis of realised volatility and its use in estimating stochastic volatility models 0 0 2 529 0 0 5 1,289
Econometrics of testing for jumps in financial economics using bipower variation 1 1 2 471 2 3 7 1,141
Econometrics of testing for jumps in financial economics using bipower variation 0 0 0 1 0 0 5 96
Econometrics of testing for jumps in financial economics using bipower variation 0 0 0 252 0 0 2 597
Estimating quadratic variation using realised volatility 1 1 2 329 1 1 2 986
Higher order variation and stochastic volatility models 0 0 0 95 0 0 0 284
How accurate is the asymptotic approximation to the distribution of realised volatility? 0 0 2 398 0 1 4 1,117
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes 0 0 0 308 0 0 1 684
Integer-valued Lévy processes and low latency financial econometrics 0 0 1 78 0 0 3 166
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 0 0 0 0 1 3 4
Integrated OU Processes 0 1 1 315 1 2 2 764
Limit theorems for bipower variation in financial econometrics 0 0 0 186 0 0 1 541
Limit theorems for bipower variation in financial econometrics 0 0 0 95 0 0 2 313
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes 0 0 0 30 0 1 2 118
Limit theorems for multipower variation in the presence of jumps 0 0 0 148 0 0 1 387
Limit theorems for multipower variation in the presence of jumps 0 0 0 0 0 0 2 29
Limit theorems for multipower variation in the presence of jumps 0 0 0 41 0 0 2 202
Measuring and forecasting financial variability using realised variance with and without a model 0 0 2 199 0 0 2 962
Measuring downside risk - realised semivariance 0 0 1 112 0 1 11 338
Measuring downside risk — realised semivariance 0 1 2 168 0 2 9 374
Measuring downside risk-realised semivariance 0 0 2 348 0 0 5 1,238
Modelling and measuring volatility 0 0 1 19 0 1 3 39
Modelling and measuring volatility 0 1 4 259 1 2 8 371
Modelling electricity forward markets by ambit fields 0 0 0 108 1 1 2 251
Modelling energy spot prices by Lévy semistationary processes 1 1 1 117 1 1 3 181
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 0 1 19 0 1 8 76
Multipower Variation and Stochastic Volatility 0 0 0 0 0 0 0 21
Multipower Variation and Stochastic Volatility 0 0 0 72 0 0 1 271
Multipower Variation and Stochastic Volatility 0 0 0 116 0 0 1 298
Multipower Variation for Brownian Semistationary Processes 0 0 2 37 0 0 3 129
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading 0 0 1 71 0 1 4 257
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading 1 1 1 10 1 1 3 95
Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading 0 0 0 150 0 1 1 424
Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading 0 0 0 49 0 0 1 207
Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading 0 0 0 90 0 0 2 382
Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading 0 0 0 31 0 0 1 196
Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics 0 0 0 2 0 0 2 332
Non-Gaussian OU based models and some of their uses in financial economics 0 0 1 220 1 1 4 490
Normal Modified Stable Processes 1 1 3 43 1 2 7 115
Normal modified stable processes 0 0 1 186 0 0 1 557
Power Variation and Time Change 0 0 1 168 0 0 2 474
Power and bipower variation with stochastic volatility and jumps 0 1 2 846 0 1 7 2,009
Power variation & stochastic volatility: a review and some new results 0 0 2 265 0 0 3 678
Power variation for Gaussian processes with stationary increments 0 0 0 83 0 0 1 233
Realised power variation and stochastic volatility models 0 0 1 346 0 0 2 777
Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise 0 0 0 116 0 1 6 438
Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise 0 0 0 96 0 1 2 364
Some recent developments in stochastic volatility modelling 0 0 1 397 0 0 4 811
Stochastic volatility of volatility in continuous time 0 0 0 194 0 0 5 383
Subsampling realised kernels 0 0 0 53 0 0 1 240
Subsampling realised kernels 0 0 0 75 0 0 2 335
Subsampling realised kernels 0 0 0 45 0 0 0 254
The multivariate supOU stochastic volatility model 0 0 0 58 0 0 2 132
Variation, jumps, market frictions and high frequency data in financial econometrics 0 0 0 399 0 1 15 1,007
Variation, jumps, market frictions and high frequency data in financial econometrics 0 0 0 295 1 2 6 818
Variation, jumps, market frictions and high frequency data in financial econometrics 0 0 0 159 0 0 3 430
Total Working Papers 6 10 53 11,499 16 46 254 32,307

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A parsimonious and universal description of turbulent velocity increments 0 0 0 0 1 1 2 27
Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes 0 1 2 52 1 2 5 148
Apparent scaling 0 0 0 122 0 0 2 450
Approximating exponential models 0 0 0 32 0 1 1 131
Book reviews 0 0 0 0 0 0 0 22
Comment 0 0 0 8 0 0 0 63
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise 1 1 1 236 1 2 3 722
Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics 1 1 1 279 3 4 7 811
Econometric analysis of realized volatility and its use in estimating stochastic volatility models 2 3 14 405 5 12 65 1,294
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation 0 0 0 343 1 2 10 1,031
Estimating quadratic variation using realized variance 0 0 1 618 0 0 6 1,842
Exact Distributional Results for Random Resistance Trees 0 0 0 7 0 0 0 23
Feller processes of normal inverse Gaussian type 0 0 0 17 0 0 1 81
First hitting time models for the generalized inverse Gaussian distribution 0 0 2 43 0 0 8 112
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes 0 0 2 73 0 0 5 266
Infinite Divisibility for Stochastic Processes and Time Change 0 0 0 0 0 0 1 2
Information quantities in non-classical settings 0 0 0 10 0 0 2 31
Integer-valued L�vy processes and low latency financial econometrics 0 0 0 28 0 1 2 82
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 1 1 5 0 2 2 22
Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models 0 0 0 62 0 0 0 147
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS 0 0 1 54 0 0 2 304
Limit theorems for multipower variation in the presence of jumps 0 0 1 7 0 0 4 53
Lévy Copulas: Dynamics and Transforms of Upsilon Type 0 0 0 52 0 0 0 165
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading 2 2 3 127 2 2 13 434
Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics 1 2 4 365 1 2 7 751
On quantum statistical inference 0 0 0 26 0 1 3 103
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 0 0 7 67
On the parametrization of autoregressive models by partial autocorrelations 1 1 2 86 2 3 7 209
Power and Bipower Variation with Stochastic Volatility and Jumps 0 0 10 489 2 2 38 1,321
Power variation for Gaussian processes with stationary increments 0 0 1 10 0 0 3 58
Processes of normal inverse Gaussian type 0 0 8 1,435 0 0 15 3,385
Quasi profile and directed likelihoods from estimating functions 0 0 0 7 0 0 2 27
Random Graph Dynamics by Rick Durrett 0 1 3 118 0 1 3 353
Realized kernels in practice: trades and quotes 0 0 0 171 1 2 16 591
Regularizing mappings of Lévy measures 0 0 0 0 0 0 1 11
Selfdecomposable Fields 0 0 0 0 0 1 1 1
Semigroups of Upsilon transformations 0 0 0 0 0 0 1 12
Some parametric models on the simplex 1 1 2 68 1 3 9 168
Some recent developments in stochastic volatility modelling 0 0 2 16 0 0 4 58
Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes 0 0 0 1 0 0 2 6
Stationary and self-similar processes driven by Lévy processes 0 0 0 9 0 0 3 24
Stochastic Volatility of Volatility and Variance Risk Premia 0 0 2 40 1 1 5 110
Subsampling realised kernels 0 0 0 52 0 0 0 218
Tail Exactness of Multivariate Saddlepoint Approximations 0 0 0 12 0 0 1 34
The interplay between insurance, finance and control 0 0 0 36 0 0 0 83
Total Journal Articles 9 14 63 5,525 22 45 269 15,853

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Statistics updated 2025-06-06