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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
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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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The NIG-S&ARCH model : a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg; Lunde, Asger - In: The econometrics journal 4 (2001) 4, pp. 319-342
Persistent link: https://www.econbiz.de/10001651362
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg (contributor); Lunde, Asger (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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Modeling and forecasting the volatility of energy forward returns : evidence from the Nordic power exchange
Lunde, Asger; Olesen, Kasper V. - 2013
Persistent link: https://www.econbiz.de/10009751838
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In- and out-of-the-money convertible bond calls : signaling or price pressure?
Bechmann, Ken L.; Lunde, Asger; Zebedee, Allan A. - In: The journal of corporate finance : contracting, … 24 (2014), pp. 135-148
Persistent link: https://www.econbiz.de/10010243499
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Moving average-based estimators of integrated variance
Hansen, Peter Reinhard; Large, Jeremy; Lunde, Asger - In: Econometric reviews 27 (2008) 1/3, pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
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News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.; Hansen, Martin Klint; Karagozoglu, … - In: Journal of financial econometrics 19 (2021) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
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Forecasting Volatility Using High-Frequency Data
Hansen, Peter Reinhard; Lunde, Asger - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882023
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Why do dividend yields forecast stock returns?
Timmermann, Allan - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10001171356