a person in the record
Kris Boudt
Researcher (ORCID 0000-0002-1000-5142)born 1983
Supervised 5 doctoral students; doctorate in 2008 under Christophe Croux and Irène Gijbels. Linked to Wikidata and ORCID.
How to read the markscited by a repository's recordstated by Wikidata or indexed by OpenAlexclaimed on an ORCID list, or inferred
Advisors2
- cited by a thesis record
Christophe Croux“Estimation of financial risk under non-normal distributions.”
2008 · doctoral - cited by a thesis record
Irène Gijbels“Estimation of financial risk under non-normal distributions.”
2008 · doctoral
Students5
- cited by a thesis record2022 · doctoral
- cited by a thesis record
- cited by a thesis record
- cited by a thesis record
- cited by a thesis record
The line above and below1 step
The advisors of their advisors, four steps up at most, in the thesis records and on Wikidata, each kind marked; a person in both is listed once.
- 1 step up
cited by a thesis recordChristophe Crouxcited by a thesis recordIrène Gijbels
Below them, within 3 steps, the record reaches 6 people: 6 cited by thesis records.
Theses1
- cited by a thesis record
Estimation of financial risk under non-normal distributions.
2008 · doctoral · in English · the thesis's own page ›
Education and career3
From Wikidata, shown separately from the thesis records. Each place opens its Wikidata item.
- from 2019worked
- undated
- undated
Works1
2008 · held from 1 repository · a work missing?
- cited by KU Leuven Lirias's record
Estimation of financial risk under non-normal distributions.
2008 · doctoral thesis · KU Leuven Lirias
What their ORCID record lists
The works their own ORCID record lists, as they claim them: shown apart from the record's works, never checked or counted with them.
ORCID is asked for the list when this part is opened.
Papers in OpenAlex230
2007most in 2017: 262026
last at Vrije Universiteit Brussel, Ghent University, Vrije Universiteit Amsterdam
writes on Financial Risk and Volatility Modeling, Financial Markets and Investment Strategies, Stochastic processes and financial applications, Risk and Portfolio Optimization, Stock Market Forecasting Methods
- indexed by OpenAlexcited 635
Climate Change Concerns and the Performance of Green vs. Brown Stocks
2022 · Management Science · 4 authors - indexed by OpenAlex2011 · The R Journal · 5 authorscited 235
- indexed by OpenAlexcited 202
Managers set the tone: Equity incentives and the tone of earnings press releases
2015 · Journal of Banking & Finance · 3 authors - indexed by OpenAlexcited 188
Robust estimation of intraweek periodicity in volatility and jump detection
2010 · Journal of Empirical Finance · 3 authors - indexed by OpenAlexcited 166
Forecasting risk with Markov-switching GARCH models:A large-scale performance study
2018 · International Journal of Forecasting · 4 authors - indexed by OpenAlex2016 · Journal of Statistical Software · 5 authorscited 145
- indexed by OpenAlexcited 139
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS
2020 · Journal of Economic Surveys · 5 authors - indexed by OpenAlexcited 138
Estimation and decomposition of downside risk for portfolios with non-normal returns
2008 · The Journal of Risk · 3 authors - indexed by OpenAlexcited 114
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics
2018 · Financial Management · 2 authors - indexed by OpenAlexcited 112
Climate Change Concerns and the Performance of Green Versus Brown Stocks
2020 · SSRN Electronic Journal · 4 authors
the 25 most cited of 230
- indexed by OpenAlexcited 93
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
2013 · Journal of Financial Markets · 2 authors - indexed by OpenAlex2012 · The Journal of Risk · 3 authorscited 92
- indexed by OpenAlex2019 · Statistics and Computing · 4 authorscited 86
- indexed by OpenAlex2019 · International Journal of Forecasting · 3 authorscited 86
- indexed by OpenAlexcited 84
Robust forecasting of dynamic conditional correlation GARCH models
2012 · International Journal of Forecasting · 3 authors - indexed by OpenAlex2011 · Journal of Financial Econometrics · 3 authorscited 73
- indexed by OpenAlexcited 71
The Gaussian rank correlation estimator: robustness properties
2011 · Statistics and Computing · 3 authors - indexed by OpenAlexcited 65
Generalized Autoregressive Score Models in R: The GAS Package
2019 · Journal of Statistical Software · 3 authors - indexed by OpenAlexcited 56
The Impact of Covariance Misspecification in Risk-Based Portfolios
2015 · Annals of Operations Research · 4 authors - indexed by OpenAlexcited 53
Funding liquidity, market liquidity and TED spread: A two-regime model
2017 · Journal of Empirical Finance · 3 authors - indexed by OpenAlexcited 48
Robust Forecasting of Dynamic Conditional Correlation GARCH Models
2010 · SSRN Electronic Journal · 3 authors - indexed by OpenAlex2009 · Computational Statistics & Data Analysis · 2 authorscited 45
- indexed by OpenAlex2009 · Metrika · 3 authorscited 43
- indexed by OpenAlexcited 41
Higher order comoments of multifactor models and asset allocation
2015 · Finance research letters · 3 authors - indexed by OpenAlex2018 · International Review of Financial Analysis · 3 authorscited 39