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Boudt, Kris
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ECONIS (ZBW)
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41
Regime switches in the volatility and correlation of financial institutions
Boudt, Kris
;
Daníelsson, Jón
;
Koopman, Siem Jan
; …
-
2012
Persistent link: https://www.econbiz.de/10009665042
Saved in:
42
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
43
Funding liquidity, market liquidity and TED spread : a two-regime model
Boudt, Kris
;
Paulus, Ellen C. S.
;
Rosenthal, Dale W. R.
-
2013
Persistent link: https://www.econbiz.de/10010223579
Saved in:
44
Is there a gain in combining low risk and fundamental investment objectives in portfolio allocation?
Boudt, Kris
;
Wauters, Marjan
- In:
Financial markets : recent developments, emerging …
,
(pp. 45-66)
.
2014
Persistent link: https://www.econbiz.de/10010341862
Saved in:
45
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, Kris
;
Laurent, Sébastien
;
Lunde, Asger
; …
-
2014
Persistent link: https://www.econbiz.de/10010250616
Saved in:
46
Analysts' forecast error : a robust prediction model and its short-term trading profitability
Boudt, Kris
;
Goeij, Peter de
;
Thewissen, James
;
Van …
- In:
Accounting and finance : journal of the Accounting …
55
(
2015
)
3
,
pp. 683-715
Persistent link: https://www.econbiz.de/10011441339
Saved in:
47
Testing equality of modified Sharpe ratios
Ardia, David
;
Boudt, Kris
- In:
Finance research letters
13
(
2015
),
pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
Saved in:
48
Higher order comoments of multifactor models and asset allocation
Boudt, Kris
;
Lu, Wanbo
;
Peeters, Benedict
- In:
Finance research letters
13
(
2015
),
pp. 225-233
Persistent link: https://www.econbiz.de/10011552528
Saved in:
49
Intraday liquidity dynamics and news releases around price jumps : evidence from the DJIA stocks
Boudt, Kris
;
Petitjean, Mikael
- In:
Journal of financial markets
17
(
2014
),
pp. 121-149
Persistent link: https://www.econbiz.de/10010437262
Saved in:
50
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
-
2010
Persistent link: https://www.econbiz.de/10009126801
Saved in:
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