Brownian Semistationary Processes and Volatility/Intermittency

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Modelling energy spot prices by volatility modulated Levy-driven Volterra processes (2013, methodology): “The sufficient conditions are in line with the conditions formulated for B S S processes in Barndorff-Nielsen and Schmiegel [12], see also BarndorffNielsen and Basse-O’Connor [4].”
Multipower Variation for Brownian Semistationary Processes (2011, background): “This class, which was introduced in [12], consists of the processes”
Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (2009, unknown): “0; 1 2 / and > 0, which is used to model turbulent flows in physics (see [2]).”
Decoupling the Short- and Long-Term Behavior of Stochastic Volatility (2016, methodology): “A stochastic process that is able to capture all of our desiderata, consisting of roughness, strong persistence, stationarity, and non-Gaussianity is the Brownian semistationary process (BSS), which was introduced in Barndorff-Nielsen and Schmiegel (2007, 2009).”