Ole Barndorff-Nielsen

Ole Barndorff-Nielsen is Professor Emeritus at Aarhus University at the Thiele Centre for Applied Mathematics in Natural Science and affiliated with CREATES on a part time basis. Barndorff-Nielsen is a world leading researcher in stochastics, with a remarkable publication list in many fields of science. The past few years Barndorff-Nielsen has turned much of his research towards financial econometrics and particularly continuous time modeling of financial time series and inference on volatility. He has published his works in journals like Proceedings of the Royal Society of London, Biometrika, Econometrica, Journal of Financial Econometrics, Journal of the Royal Statistical Society, and Bernoulli.


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