scientific article; zbMATH DE number 1188957

MaRDI QIDQ3838646zbMATH OpenFDO

Authors Ole E. Barndorff-Nielsen

Publication date 1998

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Weighted empirical processes in the nonparametric inference for Lévy processes
• Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
• scientific article; zbMATH DE number 1302939 (Why is no real title available?)
• Random rates of growth and return: introducing the expo-normal distribution
• Selfdecomposable fields
• Modelling stylized features in default rates
• Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density
• Anomalous statistics in turbulence, financial markets and other complex systems
• Burgers' turbulence problem with linear or quadratic external potential
• Ole Eiler Barndorff-Nielsen and financial econometrics
• Stock returns and hyperbolic distributions

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