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The Hazards of Mutual Fund Und...
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ECONIS (ZBW)
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1
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001845274
Saved in:
2
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
3
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
-
2017
Persistent link: https://www.econbiz.de/10011653086
Saved in:
4
Completion time structures of stock price movements
Lunde, Asger
;
Timmermann, Allan
- In:
Annals of Finance
1
(
2005
)
3
,
pp. 293-326
Persistent link: https://www.econbiz.de/10005673961
Saved in:
5
The hazards of mutual fund underperformance: A Cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
- In:
Journal of Empirical Finance
6
(
1999
)
2
,
pp. 121-152
Persistent link: https://www.econbiz.de/10005198982
Saved in:
6
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction
Bollerslev, Tim
;
Christensen, Bent Jesper
;
Haldrup, Niels
; …
- In:
Journal of Time Series Econometrics
3
(
2011
)
1
Persistent link: https://www.econbiz.de/10014615164
Saved in:
7
Including news data in forecasting macro economic performance of China
Lunde, Asger
;
Torkar, Miha
- In:
Computational management science
17
(
2020
)
4
,
pp. 585-611
Persistent link: https://www.econbiz.de/10012487036
Saved in:
8
Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.
;
Lunde, Asger
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
Saved in:
9
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
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10
Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Wei, Wei
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 278-283
Persistent link: https://www.econbiz.de/10011591033
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