Dr Asger Lunde is a Director at Copenhagen Economics and Professor of Economics at Aarhus University.
Asger is an expert in econometric modelling and data analysis. He has made important research contributions within the area of modelling and forecasting the volatility of financial assets and model comparison.
He is associate editor of The Journal of Business and Economic Statistics and The Journal of Financial Econometrics. Asger has also published his work in recognised international journals, including Econometrica, The Journal of Business and Economic Statistics, Journal of Corporate Finance, and Journal of Empirical Finance. In 2014 Asger was featured on Thomson Reuters' list of the World’s Most Influential Scientific Minds.
Alonside his research, Asger has contributed to a number of Copenhagen Economics’ projects.