Professor
Department of Economics and Business Economics
Fuglesangs Allé 4
building 2631, 128
8210 Aarhus V
Denmark
Phone: +4587165297
Department of Economics and Business Economics - CREATES
Fuglesangs Allé 4
building 2631, 128
8210 Aarhus V
Denmark
Phone: +4587165297
Professor, PhD
Member of section: Econometrics and Business Statistics
Research Secretaries: Solveig Nygaard Sørensen and Bodil Krog
Asger Lunde is Professor of Economics. He holds a M.Sc. in Mathematics and Economics from Aarhus University and a Ph.D. in Economics also from Aarhus University. His research interests cover a variety of fields in time series econometrics, financial econometrics, and econometric modelling. His main contributions to econometrics include the Model Confidence Set and the Realized Kernel Estimator.
His is a research fellow at Center for Research in Econometric Analysis of Time Series (CREATES), an associate member of the Oxford-Man Institute, and a research affiliate of the Volatility Institute at Stern School of Business. He is also a council member for the Society for Financial Econometrics (SoFiE).
Asger Lunde has published his research in Econometrica, Journal of Business and Economic Statistics, Journal of Cooperate Finance, Journal of Applied Econometrics, The Econometrics Journal, and Journal of Econometrics He is an associate editor for the Journal of Financial Econometrics.
Teaching Interests
Research Interests
Selected Publications
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
Research output: Working paper
Research output: Working paper
Activity: Research › Peer review of manuscripts
Activity: Research › Peer review of manuscripts
Activity: Research › Peer review of manuscripts
Press/Media: Press / Media
ID: 4525038