Asger Lunde

65 papers and 7.0k indexed citations i.

About

Asger Lunde has authored 65 papers that have received a total of 7.0k indexed citations. This includes 54 papers in Finance, 37 papers in Economics and Econometrics and 25 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (41 papers), Market Dynamics and Volatility (25 papers) and Monetary Policy and Economic Impact (24 papers). Asger Lunde is often cited by papers focused on Financial Risk and Volatility Modeling (41 papers), Market Dynamics and Volatility (25 papers) and Monetary Policy and Economic Impact (24 papers) and collaborates with scholars based in Denmark, United States and United Kingdom. Asger Lunde's co-authors include Peter Reinhard Hansen, Neil Shephard, Ole E. Barndorff‐Nielsen, Allan Timmermann and James M. Nason and has published in prestigious journals such as Journal of Financial Economics, Econometrica and Journal of Econometrics

In The Last Decade

Rankless by CCL
2025