Asger Lunde

According to our database, Asger Lunde authored at least 3 papers between 2003 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2020

Including news data in forecasting macro economic performance of China.

Asger Lunde, Miha Torkar

Comput. Manag. Sci., 2020

2017

Hybrid scheme for Brownian semistationary processes.

Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen

Finance Stochastics, 2017

2003

Does anything beat a GARCH(1, 1)? A comparison based on test for superior predictive ability.

Peter Reinhard Hansen, Asger Lunde

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003