Concepedia

Kris Boudt

KB

73

Publications

3.8K

Citations

31

H-Index

2007

Active since

Affiliations

Vrije Universiteit Brussel(Current)

Vrije Universiteit Amsterdam

Ghent University Hospital

Solvay (Belgium)

Kris Boudt is an author at Vrije Universiteit Brussel specializing in business, finance, and statistics.

Top concepts

BusinessFinanceEngineeringStatisticsAsset PricingManagementEconomicsFinancial EconomicsAsset AllocationPortfolio Management

Publications per year

2007–2023

73

Publications

73

Climate Change Concerns and the Performance of Green vs. Brown Stocks

David Ardia, Keven Bluteau, Kris Boudt et al. · Management Science · 2022 · 504 citations · Full text

Engineering, Environmental Impact Assessment, Environmental Economics +20

Differential Evolution with DEoptim

David Ardia, Kris Boudt, Peter Carl et al. · The R Journal · 2011 · 227 citations · Full text

Robust estimation of intraweek periodicity in volatility and jump detection

Kris Boudt, Christophe Croux, Sébastien Laurent · Journal of Empirical Finance · 2010 · 193 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +7

Managers set the tone: Equity incentives and the tone of earnings press releases

Özgür Arslan‐Ayaydin, Kris Boudt, James Thewissen · Journal of Banking & Finance · 2015 · 185 citations · Full text

Financial Management, Accounting, Business +5

Forecasting risk with Markov-switching GARCH models:A large-scale performance study

David Ardia, Keven Bluteau, Kris Boudt et al. · International Journal of Forecasting · 2018 · 158 citations · Full text

Forecasting Methodology, Volatility Modeling, Economic Forecasting +14

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