Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
20051.2k citationsPeter Reinhard Hansen, Asger LundeJournal of Applied Econometricsprofile →
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
2008811 citationsOle E. Barndorff–Nielsen, Peter Reinhard Hansen et al.profile →
This map shows the geographic impact of Asger Lunde's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Asger Lunde with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Asger Lunde more than expected).
This network shows the impact of papers produced by Asger Lunde. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Asger Lunde. The network helps show where Asger Lunde may publish in the future.
Co-authorship network of co-authors of Asger Lunde
This figure shows the co-authorship network connecting the top 25 collaborators of Asger Lunde.
A scholar is included among the top collaborators of Asger Lunde based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Asger Lunde. Asger Lunde is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Hansen, Peter Reinhard, et al.. (2025). A multivariate realized GARCH model. Journal of Econometrics. 254. 106040–106040.1 indexed citations
Lunde, Asger, et al.. (2014). Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange. RePEc: Research Papers in Economics.7 indexed citations
Lunde, Asger, et al.. (2013). Estimating Stochastic Volatility Models using Prediction-based Estimating Functions.5 indexed citations
10.
Engle, Robert F., et al.. (2012). And Now, The Rest of the News: Volatility and Firm Specific News Arrival. RePEc: Research Papers in Economics.8 indexed citations
Barndorff–Nielsen, Ole E., Peter Reinhard Hansen, Asger Lunde, & Neil Shephard. (2010). Subsampling realised kernels. Journal of Econometrics. 160(1). 204–219.52 indexed citations
13.
Lunde, Asger & Allan A. Zebedee. (2009). Intraday Volatility Responses to Monetary Policy Events. SSRN Electronic Journal.2 indexed citations
14.
Shephard, Neil, Asger Lunde, Ole E. Barndorff–Nielsen, & Peter Reinhard Hansen. (2008). Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. RePEc: Research Papers in Economics.119 indexed citations
15.
Zebedee, Allan A., et al.. (2008). The Greenspan Years: An Analysis of the Magnitude and Speed of the Equity Market Response to FOMC Announcements. CBS Research Portal (Copenhagen Business School).1 indexed citations
Lunde, Asger, David Blake, & Allan Timmermann. (1998). The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis. eScholarship (California Digital Library).10 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.