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Boudt, Kris


 SSRN Author Rank: 4,157 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
5,826
Total
Citations
42
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 |
Journal of Risk 15 (3), Spring 39-68
Accepted Paper Series
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
864
(14,247)
1

2.  
Estimation and Decomposition of Downside Risk for Portfolios with Non-Normal Returns | Show Abstract | Download |
Journal of Risk, Vol. 11, No. 2, pp. 79-103, 2008
Accepted Paper Series
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
770
(16,947)
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
718
(18,728)
1

4.  
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Posted:
08 Feb 12
Last Revised:
12 May 14
482
(32,456)
 

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
328
(52,138)
1

6.  
Robust Estimation of Intraweek Periodicity in Volatility and Jump Detection | Show Abstract | Download |
Journal of Empirical Finance, Vol. 18, pp. 353-367
Accepted Paper Series
Boudt, Kris
Free University of Brussels (VUB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
Laurent, Sébastien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Posted:
10 Nov 08
Last Revised:
06 Feb 12
305
(56,861)
15

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 (FBE)
Van Campenhout, Geert
KU Leuven - FEB@HUBrussel
Posted:
18 Mar 12
Last Revised:
14 Jan 14
284
(61,647)
 

8.  
Boudt, Kris
Free University of Brussels (VUB)
Petitjean, Mikael
Louvain School of Management (UCL)
Posted:
03 Dec 10
Last Revised:
14 Jan 14
227
(78,502)
 

9.  
Robust Forecasting of Dynamic Conditional Correlation GARCH Models | Show Abstract | Download |
International Journal of Forecasting 29, 244-257
Accepted Paper Series
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
225
(79,234)
4

10.  
Robust M-Estimation of Multivariate GARCH models | Show Abstract | Download |
Computational Statistics and Data Analysis, Vol. 54, pp. 2459-2469, 2010
Accepted Paper Series
Boudt, Kris
Free University of Brussels (VUB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
Posted:
21 Jan 08
Last Revised:
04 Mar 12
219
(81,443)
4

11.  
Boudt, Kris
Free University of Brussels (VUB)
Zhang, Jin
Illinois Institute of Technology
Posted:
01 Nov 10
Last Revised:
16 Oct 12
193
(92,426)
 

12.  
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:
17 Jun 14
188
(94,737)
 

13.  
Outlyingness Weighted Covariation | Show Abstract | Download |
Journal of Financial Econometrics, Vol. 9, pp. 657-684, 2011
Accepted Paper Series
Boudt, Kris
Free University of Brussels (VUB)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
Laurent, Sébastien
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM)
Posted:
23 Jun 08
Last Revised:
04 Mar 12
182
(97,685)
10

14.  
Regime Switches in the Volatility and Correlation of Financial Institutions | Show Abstract | Download |
National Bank of Belgium Working Paper No. 227
Working Paper Series
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
162
(108,672)
1

15.  
Jump Robust Daily Covariance Estimation by Disentangling Variance and Correlation Components | Show Abstract | Download |
Computational Statistics and Data Analysis 56, 2993-3005
Accepted Paper Series
Boudt, Kris
Free University of Brussels (VUB)
Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FBE)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
Posted:
17 Oct 10
Last Revised:
14 Jun 12
129
(132,034)
 

16.  
The Gaussian Rank Correlation Estimator: Robustness Properties | Show Abstract | Download |
Statistics and Computing, Vol. 22, pp. 471-483, 2012
Accepted Paper Series
Boudt, Kris
Free University of Brussels (VUB)
Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FBE)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
Posted:
13 Oct 10
Last Revised:
04 Mar 12
96
(164,052)
1

17.  
Ardia, David
Laval University - Département de Finance et Assurance
Boudt, Kris
Free University of Brussels (VUB)
Posted:
12 Feb 13
Last Revised:
05 Sep 14
92
(168,821)
 

18.  
Boudt, Kris
Free University of Brussels (VUB)
Liu, Fang
Free University of Brussels (VUB)
Sercu, Piet
Free University of Brussels (VUB)
Posted:
08 Apr 12
Last Revised:
06 Aug 14
87
(174,967)
 

19.  
Boudt, Kris
Free University of Brussels (VUB)
Wauters, Marjan
KU Leuven - Faculty of Business and Economics (FBE)
Ardia, David
Laval University - Département de Finance et Assurance
Posted:
27 Jun 14
Last Revised:
21 Aug 14
80
(184,348)
 

20.  
Boudt, Kris
Free University of Brussels (VUB)
Thewissen, James
KU Leuven - Faculty of Business and Economics (FBE)
Posted:
16 Sep 13
Last Revised:
12 May 14
78
(187,178)
 

21.  
Boudt, Kris
Free University of Brussels (VUB)
Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FBE)
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
Posted:
09 May 12
Last Revised:
30 May 14
53
(229,633)
 

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
43
(251,388)
 

23.  
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 (FBE)
Posted:
16 Feb 14
Last Revised:
30 Sep 14
21
(319,315)
 

24.  
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
Accepted Paper Series
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
 

25.  
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
Accepted Paper Series
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 - 25 of 25 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
Total
Downloads
0
Total
Citations
0
Authors Date Downloads
Citations
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
Accepted Paper Series
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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