In Memoriam, Ole Barndorff-Nielsen 1935-2022
Ole Barndorff-Nielsen was Professor at Aarhus University at the Thiele Centre for Applied Mathematics in Natural Science and affiliated with CREATES. Barndorff-Nielsen was a world leading researcher in stochastics with a remarkable publication list in many fields of science. He 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.
Ole passed away 26 June 2022 aged 87.
Ole Barndorff-Nielsen 1935-2022