Asger Lunde
Author
Alternate names A. Lunde, Asger Lunde, A. Visby Lunde
Past institutions University of North Carolina at Chapel Hill, Copenhagen Business School, Aarhus University, New Economics Foundation, Faculty of Public Health +4 more
ORCID: Yes
H-index: 37
I10-index: 76
Works count: 142
Citations count: 11,600
The Model Confidence Set
2011 · Peter Reinhard Hansen, Asger Lunde, et al. · Econometrica
A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
2005 · Peter Reinhard Hansen, Asger Lunde · Journal of Applied Econometrics
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
2008 · Ole E. Barndorff‐Nielsen, Peter Reinhard Hansen, et al. · Econometrica