Statistics
Publications
66
Citations
9K
H-Index
33
Active since
1998
Asger Lunde is an author at Aarhus University specializing in economics, finance, and financial economics.
Publications per year
1998–2025
66
66
Realized kernels in practice: trades and quotes
Ole E. Barndorff–Nielsen, Peter Reinhard Hansen, Asger Lunde et al. · Econometrics Journal · 2009 · 673 citations
Consistent ranking of volatility models
Peter Reinhard Hansen, Asger Lunde · Journal of Econometrics · 2005 · 376 citations
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