Ole E. Barndorff–Nielsen
Ole E. Barndorff–Nielsen publishes mostly in Finance, Statistics and Probability and Economics and Econometrics, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and financial applications and Advanced Statistical Methods and Models.
- World rank
- #11,823 of 1,633,909 ranked researchers
- Rank in Denmark
- #85 of 10,734
- Works
- 98
- Citations
- 1.3k
- Citations per work
- 13.5
What does Ole E. Barndorff–Nielsen research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance27% of their works
- 2Statistics and Probability25% of their works
- 3Economics and Econometrics14% of their works
- 4Artificial Intelligence7% of their works
- 5Mathematical Physics5% of their works
- 6Applied Mathematics4% of their works
Research topics
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Advanced Statistical Methods and Models
- Complex Systems and Time Series Analysis
- Bayesian Methods and Mixture Models
- Statistical Methods and Inference
- Statistical Distribution Estimation and Applications
- Market Dynamics and Volatility
Which keywords describe Ole E. Barndorff–Nielsen's research?
The keywords of their largest research topics: GARCH Models, Volatility, Option Pricing, Stochastic Calculus, Bayesian Inference, Econophysics, Multicollinearity and Multifractal Analysis.
- Oil Price Shocks
- Economic Policy Uncertainty
- Regularization
- Clustering
- Multifractal Analysis
- Econophysics
- Stochastic Calculus
- Volatility
- GARCH Models
- Option Pricing
- Bayesian Inference
- Multicollinearity
- Regression Analysis
- Mixture Models
- Variable Selection
- Generalized Exponential
- Skew Distributions
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- GARCH Models161 topic
- Volatility161 topic
- Option Pricing131 topic
- Stochastic Calculus131 topic
- Bayesian Inference122 topics
- Econophysics101 topic
- Multicollinearity101 topic
- Multifractal Analysis101 topic
- Regression Analysis101 topic
- Clustering71 topic
- Mixture Models71 topic
- Regularization71 topic
- Variable Selection71 topic
- Economic Policy Uncertainty51 topic
- Generalized Exponential51 topic
- Oil Price Shocks51 topic
- Skew Distributions51 topic
Where does Ole E. Barndorff–Nielsen work?
Ole E. Barndorff–Nielsen's main affiliation in the publication record is Aarhus University, Denmark.
How many publications and citations does Ole E. Barndorff–Nielsen have?
Science Explorer counts 98 works and 1,320 citations for Ole E. Barndorff–Nielsen, ranking #11,823 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.