Cikkek nyilvánosan hozzáférhető megbízással - Asger LundeTovábbi információ
Sehol sem hozzáférhető: 3
Realized beta GARCH: A multivariate GARCH model with realized measures of volatility
PR Hansen, A Lunde, V Voev
Journal of Applied Econometrics 29 (5), 774-799, 2014
Megbízások: Danish National Research Foundation
Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative
AF Brix, A Lunde
AStA Advances in Statistical Analysis 99, 433-465, 2015
Megbízások: Danish National Research Foundation
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
W Wei, A Lunde
Journal of Financial Econometrics 14 (2), 278-283, 2016
Megbízások: Danish Council for Independent Research, Danish National Research Foundation
Valahol hozzáférhető: 21
Integrated covariance estimation using high-frequency data in the presence of noise
V Voev, A Lunde
Journal of Financial Econometrics 5 (1), 68-104, 2007
Megbízások: German Research Foundation
Decoupling the short-and long-term behavior of stochastic volatility
M Bennedsen, A Lunde, MS Pakkanen
Journal of Financial Econometrics 20 (5), 961-1006, 2022
Megbízások: Danish National Research Foundation, Academy of Finland
Hybrid scheme for Brownian semistationary processes
M Bennedsen, A Lunde, MS Pakkanen
Finance and Stochastics 21, 931-965, 2017
Megbízások: Danish National Research Foundation, Academy of Finland
Estimating the persistence and the autocorrelation function of a time series that is measured with error
PR Hansen, A Lunde
Econometric Theory 30 (1), 60-93, 2014
Megbízások: Danish National Research Foundation
Factor structure in commodity futures return and volatility
P Christoffersen, A Lunde, KV Olesen
Journal of Financial and Quantitative analysis 54 (3), 1083-1115, 2019
Megbízások: Social Sciences and Humanities Research Council, Canada, Danish National …
A genome-wide linkage study of bipolar disorder and co-morbid migraine: replication of migraine linkage on chromosome 4q24, and suggestion of an overlapping susceptibility …
KJ Oedegaard, TA Greenwood, A Lunde, OB Fasmer, HS Akiskal, ...
Journal of affective disorders 122 (1-2), 14-26, 2010
Megbízások: US National Institutes of Health
Integer‐valued trawl processes: A class of stationary infinitely divisible processes
OE Barndorff‐Nielsen, A Lunde, N Shephard, AED Veraart
Scandinavian Journal of Statistics 41 (3), 693-724, 2014
Megbízások: Danish National Research Foundation
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
K Boudt, S Laurent, A Lunde, R Quaedvlieg, O Sauri
Journal of Econometrics 196 (2), 347-367, 2017
Megbízások: Danish National Research Foundation, Netherlands Organisation for Scientific …
A generalized Schwartz model for energy spot prices—Estimation using a particle MCMC method
AF Brix, A Lunde, W Wei
Energy Economics 72, 560-582, 2018
Megbízások: Danish Council for Independent Research, Danish National Research Foundation
And now, the rest of the news: Volatility and firm specific news arrival
RF Engle, MK Hansen, A Lunde
Megbízások: Danish National Research Foundation
News and idiosyncratic volatility: the public information processing hypothesis
RF Engle, MK Hansen, AK Karagozoglu, A Lunde
Journal of Financial Econometrics 19 (1), 1-38, 2021
Megbízások: US National Science Foundation, Danish National Research Foundation
Picking funds with confidence
NS Grønborg, A Lunde, A Timmermann, R Wermers
Journal of Financial Economics 139 (1), 1-28, 2021
Megbízások: Danish Council for Independent Research
Including news data in forecasting macro economic performance of China
A Lunde, M Torkar
Computational Management Science 17 (4), 585-611, 2020
Megbízások: European Commission
Identifying risk factors and their premia: a study on electricity prices
W Wei, A Lunde
Journal of Financial Econometrics 21 (5), 1647-1679, 2023
Megbízások: Danish Council for Independent Research, Danish National Research Foundation
Modeling and forecasting the distribution of energy forward returns-Evidence from the nordic power exchange
A Lunde, KV Olesen
Megbízások: Danish National Research Foundation
The local fractional bootstrap
M Bennedsen, U Hounyo, A Lunde, MS Pakkanen
Scandinavian Journal of Statistics 46 (1), 329-359, 2019
Megbízások: Danish National Research Foundation, Academy of Finland
Realizing commodity correlations and the market beta
N Hansen, A Lunde, K Olesen, H Elst
Creates research papers, School of Economics and Management, University of …, 2014
Megbízások: Danish Council for Independent Research, Danish National Research Foundation
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