Access Statistics for Ole E. Barndorff-Nielsen

Author contact details at EconPapers.

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 0 271 1 1 14 807
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales 0 0 1 94 0 3 12 373
A Feasible Central Limit Theory for Realised Volatility Under Leverage 0 0 0 125 0 0 12 626
A central limit theorem for realised power and bipower variations of continuous semimartingales 0 0 0 29 0 0 8 124
A feasible central limit theory for realised volatility under leverage 0 0 0 0 0 0 5 16
A feasible central limit theory for realised volatility under leverage 0 0 0 92 2 2 8 371
Ambit processes and stochastic partial differential equations 0 0 0 113 0 1 8 307
Assessing Gamma kernels and BSS/LSS processes 0 0 0 88 0 3 10 81
Assessing Relative Volatility/Intermittency/Energy Dissipation 0 0 0 15 1 1 10 55
Basics of Levy processes 0 0 0 59 0 1 14 202
Basics of Levy processes 0 0 1 108 0 3 17 268
Bipower variation for Gaussian processes with stationary increments 0 0 0 37 0 1 10 114
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise 0 0 2 90 0 5 37 363
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise 0 0 3 136 0 3 44 573
Discrete-valued Levy processes and low latency financial econometrics 1 1 1 107 1 2 10 269
Discrete-valued Levy processes and low latency financial econometrics 0 0 1 42 0 1 19 106
Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics 0 0 0 367 1 2 21 1,296
Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models 1 1 2 32 1 1 19 154
Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics 0 0 0 0 0 2 18 57
Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics 0 0 0 411 0 3 24 778
Econometric analysis of realised volatility and its use in estimating stochastic volatility models 0 0 3 532 0 0 32 1,323
Econometrics of testing for jumps in financial economics using bipower variation 0 0 1 473 0 6 38 1,180
Econometrics of testing for jumps in financial economics using bipower variation 0 0 0 1 1 2 74 171
Econometrics of testing for jumps in financial economics using bipower variation 0 0 0 252 2 4 21 619
Estimating quadratic variation using realised volatility 0 0 0 329 0 2 17 1,003
Higher order variation and stochastic volatility models 0 0 0 95 0 0 14 298
How accurate is the asymptotic approximation to the distribution of realised volatility? 0 1 1 399 0 1 20 1,139
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes 0 0 0 308 0 0 7 691
Integer-valued Lévy processes and low latency financial econometrics 0 0 0 78 0 3 17 183
Integer-valued trawl processes: A class of stationary infinitely divisible processes 0 2 2 2 0 3 16 20
Integrated OU Processes 0 0 1 316 1 3 16 781
Limit theorems for bipower variation in financial econometrics 0 0 0 186 0 2 24 567
Limit theorems for bipower variation in financial econometrics 0 0 0 95 0 1 8 321
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes 0 0 0 30 1 2 15 133
Limit theorems for multipower variation in the presence of jumps 0 0 0 0 0 1 10 39
Limit theorems for multipower variation in the presence of jumps 0 0 0 41 0 2 7 209
Limit theorems for multipower variation in the presence of jumps 0 0 0 148 0 1 13 401
Measuring and forecasting financial variability using realised variance with and without a model 0 0 0 199 0 0 10 972
Measuring downside risk - realised semivariance 0 0 1 113 2 5 22 360
Measuring downside risk — realised semivariance 0 0 1 169 3 11 34 409
Measuring downside risk-realised semivariance 0 0 2 350 3 7 45 1,283
Modelling and measuring volatility 0 0 0 259 0 0 7 381
Modelling and measuring volatility 0 0 0 20 0 6 11 51
Modelling electricity forward markets by ambit fields 0 0 0 108 0 0 14 265
Modelling energy spot prices by Lévy semistationary processes 0 0 1 118 0 0 24 205
Modelling energy spot prices by volatility modulated L\'{e}vy-driven Volterra processes 0 1 1 20 0 1 12 89
Multipower Variation and Stochastic Volatility 0 0 0 0 0 1 11 32
Multipower Variation and Stochastic Volatility 0 0 0 116 0 1 13 311
Multipower Variation and Stochastic Volatility 0 0 0 72 0 1 11 282
Multipower Variation for Brownian Semistationary Processes 0 0 0 37 0 3 10 139
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading 0 0 0 71 2 3 23 280
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading 0 0 0 10 0 0 8 103
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 16 224
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 2 19 444
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 22 405
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 47 244
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 1 8 340
Non-Gaussian OU based models and some of their uses in financial economics 0 0 0 220 0 2 15 505
Normal Modified Stable Processes 0 0 0 43 0 0 14 130
Normal modified stable processes 0 0 0 186 0 1 13 571
Power Variation and Time Change 0 0 0 168 0 0 13 487
Power and bipower variation with stochastic volatility and jumps 1 3 4 850 6 18 74 2,086
Power variation & stochastic volatility: a review and some new results 0 0 0 265 0 2 13 691
Power variation for Gaussian processes with stationary increments 0 0 0 83 0 1 9 242
Realised power variation and stochastic volatility models 0 0 0 346 0 1 15 793
Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise 0 0 0 96 0 1 12 377
Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise 0 0 0 116 0 1 18 457
Some recent developments in stochastic volatility modelling 0 0 0 397 0 1 11 822
Stochastic volatility of volatility in continuous time 0 1 1 195 0 1 9 392
Subsampling realised kernels 0 0 0 53 0 1 18 258
Subsampling realised kernels 0 0 0 45 0 1 19 273
Subsampling realised kernels 0 0 1 76 1 1 19 354
The multivariate supOU stochastic volatility model 0 0 0 58 0 1 5 137
Variation, jumps, market frictions and high frequency data in financial econometrics 0 0 1 400 0 1 12 1,019
Variation, jumps, market frictions and high frequency data in financial econometrics 0 1 1 296 2 4 24 842
Variation, jumps, market frictions and high frequency data in financial econometrics 0 0 0 159 0 1 17 447
Total Working Papers 3 11 33 11,537 31 149 1,366 33,720

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 0 1 7 34
Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes 0 0 0 52 0 2 7 155
Apparent scaling 0 0 0 122 1 2 13 464
Approximating exponential models 0 0 1 33 1 1 10 141
Book reviews 0 0 0 0 0 0 7 29
Comment 0 0 0 8 1 1 15 78
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise 0 0 2 238 2 11 66 790
Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics 0 0 0 279 0 1 16 829
Econometric analysis of realized volatility and its use in estimating stochastic volatility models 0 3 15 423 4 19 77 1,385
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation 1 1 2 345 2 6 47 1,078
Estimating quadratic variation using realized variance 0 1 3 621 1 2 28 1,870
Exact Distributional Results for Random Resistance Trees 0 0 0 7 0 1 6 29
Feller processes of normal inverse Gaussian type 0 0 0 17 0 1 7 88
First hitting time models for the generalized inverse Gaussian distribution 0 0 1 44 0 1 16 128
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes 0 0 1 74 0 3 20 286
Infinite Divisibility for Stochastic Processes and Time Change 0 0 0 0 0 0 4 6
Information quantities in non-classical settings 0 0 0 10 1 2 10 41
Integer-valued L�vy processes and low latency financial econometrics 0 0 0 28 1 1 13 96
Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes 0 0 0 5 0 1 12 34
Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models 0 0 0 62 1 1 13 160
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS 0 0 0 54 0 0 6 311
Limit theorems for multipower variation in the presence of jumps 0 0 0 7 2 4 19 72
Lévy Copulas: Dynamics and Transforms of Upsilon Type 0 0 0 52 0 1 7 172
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading 0 1 2 130 3 6 33 470
Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics 0 0 1 366 0 2 25 777
On quantum statistical inference 0 0 0 26 0 0 13 116
On stochastic integration for volatility modulated Lévy-driven Volterra processes 0 0 0 4 1 1 15 83
On the parametrization of autoregressive models by partial autocorrelations 0 0 1 88 1 3 18 228
Power and Bipower Variation with Stochastic Volatility and Jumps 0 2 8 497 5 19 79 1,406
Power variation for Gaussian processes with stationary increments 0 0 0 10 0 1 13 71
Processes of normal inverse Gaussian type 4 5 9 1,445 7 9 27 3,413
Quasi profile and directed likelihoods from estimating functions 0 0 0 7 1 2 10 37
Random Graph Dynamics by Rick Durrett 0 0 0 118 0 0 5 358
Realized kernels in practice: trades and quotes 0 0 0 171 2 7 35 626
Regularizing mappings of Lévy measures 0 0 0 0 0 1 8 19
Selfdecomposable Fields 0 0 0 0 0 0 8 9
Semigroups of Upsilon transformations 0 0 0 0 0 1 10 22
Some parametric models on the simplex 0 0 5 74 0 3 18 188
Some recent developments in stochastic volatility modelling 0 0 0 16 1 2 11 70
Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes 0 0 4 5 0 0 9 16
Stationary and self-similar processes driven by Lévy processes 0 0 0 9 0 1 9 33
Stochastic Volatility of Volatility and Variance Risk Premia 0 0 2 42 0 1 18 128
Subsampling realised kernels 0 0 0 52 1 3 18 236
Tail Exactness of Multivariate Saddlepoint Approximations 0 0 0 12 0 2 9 43
The interplay between insurance, finance and control 0 0 0 36 1 1 6 90
Total Journal Articles 5 13 57 5,589 40 127 823 16,715

Chapter 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 0 0 0 5 5
Ambit Processes and Stochastic Partial Differential Equations 0 0 0 0 0 0 3 3
Modelling by Lévy Processess for Financial Econometrics 0 0 0 0 0 0 2 2
Multipower Variation and Stochastic Volatility 0 0 0 0 0 0 2 2
Quantum Information 0 0 0 0 0 0 2 2
The Fascination of Sand 0 0 0 0 0 1 6 6
Time Change, Volatility, and Turbulence 0 0 0 0 0 0 5 5
Total Chapters 0 0 0 0 0 1 25 25

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07