Asger Lunde

9.3k total citations · 4 hit papers
70 papers, 5.5k citations indexed

About

Asger Lunde is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Asger Lunde has authored 70 papers receiving a total of 5.5k indexed citations (citations by other indexed papers that have themselves been cited), including 58 papers in Finance, 42 papers in Economics and Econometrics and 23 papers in General Economics, Econometrics and Finance. Recurrent topics in Asger Lunde's work include Financial Risk and Volatility Modeling (42 papers), Market Dynamics and Volatility (27 papers) and Financial Markets and Investment Strategies (25 papers). Asger Lunde is often cited by papers focused on Financial Risk and Volatility Modeling (42 papers), Market Dynamics and Volatility (27 papers) and Financial Markets and Investment Strategies (25 papers). Asger Lunde 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, Valeri Voev, Morten Berg Jensen, David Blake, James M. Nason, Allan A. Zebedee and Jeremy Large and has published in prestigious journals such as Journal of Financial Economics, Econometrica and Journal of Econometrics.

In The Last Decade

Asger Lunde

66 papers receiving 5.3k citations

Hit Papers

A forecast comparison of volatility models: does anything... 2005 2026 2012 2019 2005 2008 2006 2009 250 500 750 1000

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Asger Lunde Denmark 27 4.7k 3.9k 1.5k 542 355 70 5.5k
Peter Christoffersen Canada 41 6.7k 1.4× 4.6k 1.2× 2.1k 1.4× 753 1.4× 337 0.9× 147 7.8k
Paul Labys United States 6 4.7k 1.0× 4.0k 1.0× 1.5k 1.0× 405 0.7× 224 0.6× 6 5.3k
Stephen J. Taylor United Kingdom 35 4.7k 1.0× 4.2k 1.1× 1.8k 1.2× 791 1.5× 190 0.5× 97 5.9k
Ray Yeutien Chou Taiwan 16 3.6k 0.8× 3.2k 0.8× 1.4k 0.9× 398 0.7× 176 0.5× 34 4.3k
Andrew J. Patton United States 39 5.2k 1.1× 5.0k 1.3× 2.2k 1.4× 739 1.4× 473 1.3× 99 7.0k
Carol Alexander United Kingdom 33 2.9k 0.6× 2.4k 0.6× 956 0.6× 469 0.9× 395 1.1× 175 4.2k
Jean‐Michel Zakoïan France 25 3.3k 0.7× 2.7k 0.7× 1.5k 1.0× 332 0.6× 708 2.0× 70 4.0k
Ser‐Huang Poon United Kingdom 22 3.8k 0.8× 3.3k 0.8× 1.1k 0.7× 539 1.0× 76 0.2× 97 4.6k
André Lucas Netherlands 33 3.0k 0.6× 2.3k 0.6× 1.2k 0.8× 387 0.7× 578 1.6× 200 4.1k
Simone Manganelli Germany 23 2.3k 0.5× 2.0k 0.5× 1.1k 0.7× 228 0.4× 224 0.6× 65 3.1k

Countries citing papers authored by Asger Lunde

Since Specialization
Citations

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).

Fields of papers citing papers by Asger Lunde

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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
2.
Lunde, Asger, et al.. (2024). Exploiting News Analytics for Volatility Forecasting. Journal of Applied Econometrics. 40(1). 18–36. 2 indexed citations
3.
Lunde, Asger, et al.. (2023). Exploiting News Analytics for Volatility Forecasting. SSRN Electronic Journal.
4.
Bennedsen, Mikkel, Asger Lunde, Neil Shephard, & Almut E. D. Veraart. (2023). Inference and forecasting for continuous-time integer-valued trawl processes. Journal of Econometrics. 236(2). 105476–105476. 3 indexed citations
5.
Wei, Wei & Asger Lunde. (2022). Identifying Risk Factors and Their Premia: A Study on Electricity Prices. Journal of Financial Econometrics. 21(5). 1647–1679. 3 indexed citations
6.
Lunde, Asger, et al.. (2018). A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. Energy Economics. 72. 560–582. 15 indexed citations
7.
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
8.
Boudt, Kris, Sébastien Laurent, Asger Lunde, & Rogier Quaedvlieg. (2014). Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. SSRN Electronic Journal. 8 indexed citations
9.
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
11.
Bollerslev, Tim, Bent Jesper Christensen, Niels Haldrup, & Asger Lunde. (2011). Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction. 3(1). 2 indexed citations
12.
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
16.
Hansen, Peter Reinhard & Asger Lunde. (2004). An Unbiased Measure of Realized Variance. SSRN Electronic Journal. 49 indexed citations
17.
Hansen, Peter Reinhard & Asger Lunde. (2003). Does anything beat a GARCH(1,1)? A comparison based on test for superior predictive ability. 301–307. 11 indexed citations
18.
Hansen, Peter Reinhard, Asger Lunde, & James M. Nason. (2003). Choosing the Best Volatility Models: The Model Confidence Set Approach. SSRN Electronic Journal. 26 indexed citations
19.
Mühlen, Denise von, Asger Lunde, E. Barrett-Connor, & Ricki Bettencourt. (1999). Evaluation of the Simple Calculated Osteoporosis Risk Estimation (SCORE) in Older Caucasian Women: The Rancho Bernardo Study. Osteoporosis International. 10(1). 79–84. 36 indexed citations
20.
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.

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