Institution: Unknown
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.creates.au.dk/en/people/researchfellows/olebarndorff-nielsen
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| All Time | 0.00 | 2.01 | 0.50 | 0.00 | 4.52 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2011 | Subsampling realised kernels | Journal of Econometrics | A | 4 |
| 2011 | Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading | Journal of Econometrics | A | 4 |
| 2006 | LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS | Econometric Theory | B | 4 |
| 2006 | Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes | Journal of Econometrics | A | 2 |