Asger Lunde is affiliated with Aarhus University in Denmark and focuses on research primarily within the fields of Economics, Econometrics, and Finance, with additional work in Decision Sciences. Their research encompasses a range of subfields including Economics and Econometrics, Finance, Management Science and Operations Research, General Economics, Econometrics and Finance, as well as Renewable Energy, Sustainability and the Environment.
The scientist's research topics include Market Dynamics and Volatility, Financial Risk and Volatility Modeling, Stock Market Forecasting Methods, Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis, Monetary Policy and Economic Impact, and Forecasting Techniques and Applications.
Recent publications by Asger Lunde demonstrate engagement with journals known for quantitative finance and econometrics, including:
Frequent co-authors in their research work include:
The main publication venues where Asger Lunde's work has appeared prominently are:
Peter Reinhard Hansen;Asger Lunde
Peter R. Hansen;Asger Lunde;James M. Nason
Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard
Peter R Hansen;Asger Lunde
O. E. Barndorff‐Nielsen;P. Reinhard Hansen;A. Lunde;N. Shephard
Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard
Peter Reinhard Hansen;Asger Lunde
Asger Lunde;Allan Timmermann
Peter Reinhard Hansen;Asger Lunde
Peter Reinhard Hansen;Asger Lunde;James M. Nason
Valeri Voev;Asger Lunde
Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde
Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde
Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard
Robert F. Engle;Asger Lunde
Mikkel Bennedsen;Asger Lunde;Mikko S. Pakkanen;Mikko S. Pakkanen
Peter Reinhard Hansen;Asger Lunde;Valeri Voev;Valeri Voev
Mikkel Bennedsen;Asger Lunde;Mikko S Pakkanen
Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard
Morten Berg Jensen;Asger Lunde
Peter Hansen;Asger Lunde
Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard
Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard
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