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Boudt, Kris


 SSRN Author Rank: 3,899 by Downloads
 

Free University of Brussels (VUB)


 Laarbeeklaan 103
 Pleinlaan 2
 Brussels, Brabant 1090
 Belgium
 email address
 

VU University Amsterdam


 De Boelelaan 1105
 Amsterdam, ND North Holland 1081 HV
 Netherlands
 email address

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. Boudt, Kris's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,561
Total
Citations
44
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Asset Allocation with Conditional Value-at-Risk Budgets | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Risk 15 (3), Spring 39-68
Number of Pages in PDF File: 36
Boudt, Kris
Free University of Brussels (VUB)
Carl, Peter
Guidance Capital Management
Peterson, Brian G.
DV Trading
Posted:
16 Jul 11
Last Revised:
30 Aug 13
969
(13,122)
1

2.  
Boudt, Kris
Free University of Brussels (VUB)
Peterson, Brian G.
DV Trading
Croux, Christophe
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Posted:
12 Nov 07
Last Revised:
04 Mar 12
822
(16,911)
4

3.  
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Carl, Peter
Guidance Capital Management
Mullen, Katharine
Government of the United States of America - National Institute of Standards and Technology (NIST)
Peterson, Brian G.
DV Trading
Posted:
05 Apr 10
Last Revised:
24 Jun 11
763
(18,825)
1

4.  
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Posted:
08 Feb 12
Last Revised:
30 Apr 15
534
(30,964)
 

5.   Incl. Electronic Paper
Boudt, Kris
Free University of Brussels (VUB)
Paulus, Ellen C. S.
London Business School - Department of Finance
Rosenthal, Dale W. R.
University of Illinois at Chicago - Department of Finance
Posted:
31 Aug 10
Last Revised:
22 Apr 14
361
(50,724)
1

6.  
Robust Estimation of Intraweek Periodicity in Volatility and Jump Detection | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Vol. 18, pp. 353-367
Number of Pages in PDF File: 35
Boudt, Kris
Free University of Brussels (VUB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FEB)
Laurent, Sébastien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Posted:
10 Nov 08
Last Revised:
06 Feb 12
316
(59,443)
17

7.  
Boudt, Kris
Free University of Brussels (VUB)
de Goeij, Peter
CentER, Tilburg Law and Economics Center (TILEC), Tilburg University
Thewissen, James
KU Leuven - Faculty of Business and Economics (FEB)
Van Campenhout, Geert
KU Leuven - FEB@HUBrussel
Posted:
18 Mar 12
Last Revised:
14 Jan 14
314
(59,864)
 

8.  
Boudt, Kris
Free University of Brussels (VUB)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
03 Dec 10
Last Revised:
14 Jan 14
243
(79,221)
 

9.  
Robust Forecasting of Dynamic Conditional Correlation GARCH Models | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Forecasting 29, 244-257
Number of Pages in PDF File: 37
Boudt, Kris
Free University of Brussels (VUB)
Danielsson, Jon
London School of Economics - Systemic Risk Centre
Laurent, Sébastien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Posted:
30 Nov 10
Last Revised:
30 Aug 13
241
(79,889)
4

10.  
Boudt, Kris
Free University of Brussels (VUB)
Lu, Wanbo
Southwestern University of Finance and Economics (SWUFE)
Peeters, Benedict
Finvex Group
Posted:
18 Mar 14
Last Revised:
31 Dec 14
239
(80,625)
 

11.  
Robust M-Estimation of Multivariate GARCH models | Show Abstract | Download This Paper | Open PDF in Browser |
Computational Statistics and Data Analysis, Vol. 54, pp. 2459-2469, 2010
Number of Pages in PDF File: 32
Boudt, Kris
Free University of Brussels (VUB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FEB)
Posted:
21 Jan 08
Last Revised:
04 Mar 12
220
(87,888)
4

12.  
Boudt, Kris
Free University of Brussels (VUB)
Zhang, Jin
Illinois Institute of Technology
Posted:
01 Nov 10
Last Revised:
16 Oct 12
213
(90,901)
 

13.  
Boudt, Kris
Free University of Brussels (VUB)
Danielsson, Jon
London School of Economics - Systemic Risk Centre
Koopman, Siem Jan
VU University Amsterdam
Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business
Posted:
13 Oct 12
201
(96,269)
1

14.  
Outlyingness Weighted Covariation | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Econometrics, Vol. 9, pp. 657-684, 2011
Number of Pages in PDF File: 38
Boudt, Kris
Free University of Brussels (VUB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FEB)
Laurent, Sébastien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Posted:
23 Jun 08
Last Revised:
04 Mar 12
187
(103,046)
10

15.  
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Posted:
12 Feb 13
Last Revised:
10 Apr 15
142
(131,598)
 

16.  
Boudt, Kris
Free University of Brussels (VUB)
Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FEB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FEB)
Posted:
17 Oct 10
Last Revised:
14 Jun 12
136
(136,452)
 

17.  
Boudt, Kris
Free University of Brussels (VUB)
Wauters, Marjan
KU Leuven - Faculty of Business and Economics (FEB)
Ardia, David
Laval University - Département de Finance et Assurance
Posted:
27 Jun 14
Last Revised:
10 Nov 14
128
(143,298)
 

18.  
Boudt, Kris
Free University of Brussels (VUB)
Thewissen, James
KU Leuven - Faculty of Business and Economics (FEB)
Posted:
16 Sep 13
Last Revised:
16 Jan 15
121
(149,666)
 

19.  
The Gaussian Rank Correlation Estimator: Robustness Properties | Show Abstract | Download This Paper | Open PDF in Browser |
Statistics and Computing, Vol. 22, pp. 471-483, 2012
Number of Pages in PDF File: 25
Boudt, Kris
Free University of Brussels (VUB)
Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FEB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FEB)
Posted:
13 Oct 10
Last Revised:
04 Mar 12
108
(162,887)
1

20.  
Boudt, Kris
Free University of Brussels (VUB)
Posted:
08 Apr 12
Last Revised:
06 Aug 14
96
(176,842)
 

21.  
Arslan-Ayaydin, Özgür
University of Illinois at Chicago - Department of Finance
Boudt, Kris
Free University of Brussels (VUB)
Thewissen, James
KU Leuven - Faculty of Business and Economics (FEB)
Posted:
16 Feb 14
Last Revised:
21 May 15
72
(211,226)
 

22.  
Boudt, Kris
Free University of Brussels (VUB)
Laurent, Sébastien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Lunde, Asger
CREATES
Quaedvlieg, Rogier
Maastricht University - Department of Finance
Posted:
24 Jan 14
Last Revised:
15 Oct 14
58
(236,831)
 

23.  
Boudt, Kris
Free University of Brussels (VUB)
Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FEB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FEB)
Posted:
09 May 12
Last Revised:
30 May 14
54
(245,141)
 

24.  
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Wauters, Marjan
KU Leuven - Faculty of Business and Economics (FEB)
Posted:
05 May 15
23
(334,830)
 

25.  
The Low Risk Anomaly Revisited on High-Frequency Data | Show Abstract |
The Handbook of High Frequency Trading, Edited by Greg N. Gregoriou, Elsevier 2015
Boudt, Kris
Free University of Brussels (VUB)
Nguyen, Giang Ha
Free University of Brussels (VUB)
Peeters, Benedict
Finvex Group
Posted:
14 Jan 15
Last Revised:
16 Jan 15
 

26.  
Testing Equality of Modified Sharpe Ratios | Show Abstract |
Finance Research Letters, Vol.13, pp. 97-104, May 2015
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Posted:
31 Oct 14
Last Revised:
13 May 15
 

27.  
The Short-Run Performance Persistence in Funds of Hedge Funds | Show Abstract |
In G. N. Gregoriou (Ed.), Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Due Diligence (pp. 289-301). Academic Press: Elsevier Inc., 2013
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Posted:
15 Dec 12
Last Revised:
31 Jan 13
 

28.  
Nowcasting Manufacturing Value Added for Cross-Country Comparison | Show Abstract |
Statistical Journal of the IAOS: Journal of the International Association of Official Statistics, Vol. 26, Nos. 1-2, pp. 15-20, 2009
Boudt, Kris
Free University of Brussels (VUB)
Todorov, Valentin
affiliation not provided to SSRN
Upadhyaya, Shyam
UNIDO
Posted:
13 Jan 09
Last Revised:
04 Mar 12
 


Records 1 - 28 of 28 matches
[ 1 ]
. Boudt, Kris's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
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Total
Citations
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Authors Date Downloads
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ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
The Short-Run Persistence of Performance in Funds of Hedge Funds | Show Abstract |
Elsevier Handbook on Funds of Hedge Funds during and after the crisis, Forthcoming
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Posted:
04 Apr 12
 


Records 1 - 1 of 1 matches
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