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Publications by Ole E. Barndorff-Nielsen

Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Volatility Determination in an Ambit Process Setting

Journal of Applied Probability

English

Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading

SSRN Electronic Journal

English

Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes

SSRN Electronic Journal

English

Ambit Processes and Stochastic Partial Differential Equations

English

Stochastic Volatility of Volatility in Continuous Time

SSRN Electronic Journal

English