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Researcher · Aarhus University · Denmark

Asger Lunde

Asger Lunde publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Market Dynamics and Volatility and Financial Markets and Investment Strategies.

ORCID 0000-0002-0805-0892 OpenAlex
World rank
#278,374
of 7,710,434 ranked researchers
Rank in Denmark
#1,956
of 43,819
Works
114
Citations
9.2k
Citations per work
80.8
h-index
34
i10-index 67Top 3.3% in Finance
Asger Lunde

What does Asger Lunde research?

Asger Lunde's work is mostly in Economics, Econometrics and Finance (72%), Decision Sciences (6%), Mathematics (4%).

Social Sciences: 93 works · 81.2% of their workEconomics, Econometrics and Finance: 82 works · 72.2% of their workFinance: 43 works · 37.7% of their workEconomics and Econometrics: 27 works · 23.3% of their workGeneral Economics, Econometrics and Finance: 13 works · 11.2% of their workDecision Sciences: 7 works · 5.8% of their workManagement Science and Operations Research: 7 works · 5.8% of their workBusiness, Management and Accounting: 4 works · 3.2% of their workAccounting: 4 works · 3.2% of their workEverything else: 17 works · 14.6% of their workPhysical Sciences: 5 works · 4.2% of their workMathematics: 5 works · 4.2% of their workStatistics and Probability: 5 works · 4.2% of their workTHEIR WORKAsger Lunde114works
Physical Sciences4%Social Sciences81%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance8272.2%
    2. Decision Sciences75.8%
    3. Business, Management and Accounting43.2%
  2. Everything else1714.6%
    1. Mathematics54.2%
  1. 1Finance38% of their works
  2. 2Economics and Econometrics23% of their works
  3. 3General Economics, Econometrics and Finance11% of their works
  4. 4Management Science and Operations Research6% of their works
  5. 5Statistics and Probability4% of their works
  6. 6Accounting3% of their works

Research topics

Which keywords describe Asger Lunde's research?

The keywords of their largest research topics: Monetary Policy, GARCH Models, Volatility, Economic Policy Uncertainty, Oil Price Shocks, Asset Pricing, Stock Returns and Economic Growth.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. Monetary Policy722 topics
  2. GARCH Models631 topic
  3. Volatility631 topic
  4. Economic Policy Uncertainty371 topic
  5. Oil Price Shocks371 topic
  6. Asset Pricing361 topic
  7. Stock Returns361 topic
  8. Economic Growth351 topic
  9. Fiscal Policy351 topic
  10. Econophysics231 topic
  11. Multifractal Analysis231 topic
  12. Option Pricing151 topic
  13. Stochastic Calculus151 topic
  14. Regularization101 topic
  15. Variable Selection101 topic
  16. Stock Market Prediction81 topic
  17. Time Series Forecasting81 topic

Where does Asger Lunde work?

Asger Lunde's main affiliation in the publication record is Aarhus University, Denmark.

How many publications and citations does Asger Lunde have?

OpenAlex counts 114 works and 9,208 citations for Asger Lunde, an h-index of 34, ranking #278,374 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

Discussion

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