Asger Lunde

Publication Activity (10 Years)

Years Active: 2003-2020
Publications (10 Years): 2

Top Topics

Fractal Dimension

Stochastic Processes

Top Venues

Finance Stochastics

Comput. Manag. Sci.

Publications

Asger Lunde, Miha Torkar
Including news data in forecasting macro economic performance of China. Comput. Manag. Sci. 17 (4) (2020)
Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen
Hybrid scheme for Brownian semistationary processes. Finance Stochastics 21 (4) (2017)
Peter Reinhard Hansen, Asger Lunde
Does anything beat a GARCH(1, 1)? A comparison based on test for superior predictive ability. CIFEr (2003)