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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, Monetary Policy and Economic Impact and Market Dynamics and Volatility.

World rank
#59,613
of 1,633,909 ranked researchers
Rank in Denmark
#418
of 10,734
Works
28
Citations
843
Citations per work
30.1

What does Asger Lunde research?

Finance: 34.1%Economics and Econometrics: 22.7%General Economics, Econometrics and Finance: 11.4%Statistics and Probability: 11.4%other fields: 20.4%34%top field
Finance34.1%Economics and Econometrics22.7%General Economics, Econometrics and Finance11.4%Statistics and Probability11.4%other fields20.4%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance34% of their works
  2. 2Economics and Econometrics23% of their works
  3. 3General Economics, Econometrics and Finance11% of their works
  4. 4Statistics and Probability11% of their works
  5. 5Global and Planetary Change4% of their works
  6. 6Molecular Biology2% of their works

Research topics

Which keywords describe Asger Lunde's research?

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

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. GARCH Models101 topic
  2. Volatility101 topic
  3. Monetary Policy92 topics
  4. Economic Growth51 topic
  5. Fiscal Policy51 topic
  6. Economic Policy Uncertainty41 topic
  7. Oil Price Shocks41 topic
  8. Asset Pricing31 topic
  9. Econophysics31 topic
  10. Multifractal Analysis31 topic
  11. Regularization31 topic
  12. Stock Returns31 topic
  13. Variable Selection31 topic
  14. Drought21 topic
  15. Monitoring21 topic
  16. Option Pricing21 topic
  17. Stochastic Calculus21 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?

Science Explorer counts 28 works and 843 citations for Asger Lunde, ranking #59,613 of 1,633,909 researchers worldwide on the composite 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 are in the interactive view on the map. Is this your page? Request a correction or removal.