Science Explorer Back to mapMap
Discussion
Researcher · Aarhus University · Denmark

Ole Eiler Barndorff-Nielsen

Ole Eiler Barndorff-Nielsen publishes mostly in Finance, Statistics and Probability and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Complex Systems and Time Series Analysis.

OpenAlex
World rank
#62,654
of 7,710,434 ranked researchers
Rank in Denmark
#331
of 43,819
Works
456
Citations
34k
Citations per work
74.0
h-index
79
i10-index 229Top 0.2% in Finance
Ole Eiler Barndorff-Nielsen

What does Ole Eiler Barndorff-Nielsen research?

Ole Eiler Barndorff-Nielsen's work is mostly in Economics, Econometrics and Finance (34%), Mathematics (25%), Computer Science (7%).

Social Sciences: 155 works · 34.0% of their workEconomics, Econometrics and Finance: 155 works · 34.0% of their workFinance: 116 works · 25.4% of their workEconomics and Econometrics: 39 works · 8.6% of their workEverything else: 154 works · 33.7% of their workPhysical Sciences: 147 works · 32.3% of their workMathematics: 116 works · 25.4% of their workStatistics and Probability: 68 works · 15.0% of their workMathematical Physics: 26 works · 5.8% of their workApplied Mathematics: 21 works · 4.6% of their workComputer Science: 31 works · 6.9% of their workArtificial Intelligence: 31 works · 6.9% of their workTHEIR WORKOle EilerBarndorff-Nielsen456works
Physical Sciences32%Social Sciences34%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance15534.0%
  2. Everything else15433.7%
    1. Mathematics11625.4%
    2. Computer Science316.9%
  1. 1Finance25% of their works
  2. 2Statistics and Probability15% of their works
  3. 3Economics and Econometrics9% of their works
  4. 4Artificial Intelligence7% of their works
  5. 5Mathematical Physics6% of their works
  6. 6Applied Mathematics5% of their works

Research topics

Which keywords describe Ole Eiler Barndorff-Nielsen's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Econophysics, Multifractal Analysis, Clustering and Mixture Models.

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 16 words, with their numbers
  1. Option Pricing1421 topic
  2. Stochastic Calculus1421 topic
  3. GARCH Models1231 topic
  4. Volatility1231 topic
  5. Econophysics661 topic
  6. Multifractal Analysis661 topic
  7. Clustering381 topic
  8. Mixture Models381 topic
  9. Regularization381 topic
  10. Variable Selection381 topic
  11. Multicollinearity351 topic
  12. Regression Analysis351 topic
  13. Bayesian Modeling311 topic
  14. Multiple Imputation311 topic
  15. Interacting Particle Systems301 topic
  16. Scaling Limits301 topic

Where does Ole Eiler Barndorff-Nielsen work?

Ole Eiler Barndorff-Nielsen's main affiliation in the publication record is Aarhus University, Denmark.

How many publications and citations does Ole Eiler Barndorff-Nielsen have?

OpenAlex counts 456 works and 33,762 citations for Ole Eiler Barndorff-Nielsen, an h-index of 79, ranking #62,654 of 7,710,434 researchers worldwide on the quality 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 have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

Discussion

Ask a question or share a note about Ole Eiler Barndorff-Nielsen. Posts are plain text and can be reported.