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A

Asger Lunde

university of north carolina

35H指数
118论文数
9.3K被引数
收录论文 13
发表时间
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A multivariate realized GARCH model多元已实现GARCH模型
errJournal of Econometrics
IF4
err2025-05-31
err0
PREAI
errIlya Archakov; Peter Reinhard Hansen; Asger Lunde
err分享
err收藏
Inference and forecasting for continuous-time integer-valued trawl processes
errJOURNAL OF ECONOMETRICS
IF4
err2023-10-01
err2
errOAAI
errBennedsen, Mikkel; Lunde, Asger; Shephard, Neil; Veraart, Almut E. D.
err分享
err收藏
Calculating the damage of a cartel subject to transition periods: The international uranium cartel in the 1970s
errENERGY ECONOMICS
IF14.2
err2019-10-01
err1
PREAI
errLunde, Asger; Sandberg, Rickard; Soderberg, Magnus
err分享
err收藏
Factor Structure in Commodity Futures Return and Volatility商品期货收益率和波动率的因素结构
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2018-08-28
err44
errOAAI
errChristoffersen, Peter; Lunde, Asger; Olesen, Kasper, V
err分享
err收藏
A generalized Schwartz model for energy spot prices - Estimation using a particle MCMC method
errENERGY ECONOMICS
IF14.2
err2018-05-01
err14
errOAAI
errBrix, Anne Floor; Lunde, Asger; Wei, Wei
err分享
err收藏
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
errJOURNAL OF ECONOMETRICS
IF4
err2017-02-01
err16
errOAAI
errBoudt, Kris; Laurent, Sebastien; Lunde, Asger; Quaedvlieg, Rogier; Sauri, Orimar
err分享
err收藏
In- and out-of-the-money convertible bond calls: Signaling or price pressure?
errJOURNAL OF CORPORATE FINANCE
IF5.9
err2014-02-01
err8
PREAI
errBechmann, Ken L.; Lunde, Asger; Zebedee, Allan A.
err分享
err收藏
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
errJOURNAL OF ECONOMETRICS
IF4
err2011-06-01
err323
errOAAI
errBarndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil
err分享
err收藏
The Model Confidence Set
errECONOMETRICA
IF7.1
err2011-01-01
err1.5K
PREAI
errHansen, Peter R.; Lunde, Asger; Nason, James M.
err分享
err收藏
Subsampling realised kernels
errJOURNAL OF ECONOMETRICS
IF4
err2011-01-01
err48
errOAAI
errBarndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil
err分享
err收藏
Realized kernels in practice: trades and quotes
errECONOMETRICS JOURNAL
IF7
err2009-11-24
err382
errOAAI
errBarndorff-Nielsen, O. E.; Hansen, P. Reinhard; Lunde, A.; Shephard, N.
err分享
err收藏
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
errECONOMETRICA
IF7.1
err2008-01-01
err826
PREAI
errBarndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil
err分享
err收藏
Consistent ranking of volatility models
errJOURNAL OF ECONOMETRICS
IF4
err2006-03-01
err226
PREAI
errHansen, PR; Lunde, A
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
O
Ole E. Barndorff–Nielsen
H 指数: 78 · 论文数: 465
N
Neil Shephard
H 指数: 69 · 论文数: 272
P
Peter Christoffersen
H 指数: 52 · 论文数: 275
P
Peter Reinhard Hansen
H 指数: 39 · 论文数: 172
K
Kris Boudt
H 指数: 32 · 论文数: 233
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