Asger Lunde

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0805-0892

Department of Economics and Business Economics, Aarhus University, Fuglesangsallé 4, Aarhus V. 8210, Denmark; CREATES, Aarhus University, Fuglesangsallé 4, Aarhus V. 8210, Denmark

Publications

• Picking funds with confidence — Journal of Financial Economics 2021 (name-matched, not ORCID-linked)
• Factor Structure in Commodity Futures Return and Volatility — Journal of Financial and Quantitative Analysis 2019
• The Model Confidence Set — Econometrica 2011 (name-matched, not ORCID-linked)
• Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise — Econometrica 2008