Climate change concerns and the performance of green vs. brown stocks D Ardia, K Bluteau, K Boudt, K Inghelbrecht Management Science 69 (12), 7607-7632, 2023 | 327* | 2023 |
Differential evolution with DEoptim: an application to non-convex portfolio optimization D Ardia, K Boudt, P Carl, K Mullen, BG Peterson The R Journal 3 (1), 27-34, 2011 | 285 | 2011 |
Robust estimation of intraweek periodicity in volatility and jump detection K Boudt, C Croux, S Laurent Journal of Empirical Finance 18 (2), 353-367, 2011 | 229 | 2011 |
Forecasting risk with Markov-switching GARCH models: A large-scale performance study D Ardia, K Bluteau, K Boudt, L Catania International Journal of Forecasting 34 (4), 733-747, 2018 | 189 | 2018 |
Managers set the tone: Equity incentives and the tone of earnings press releases Ö Arslan-Ayaydin, K Boudt, J Thewissen Journal of Banking & Finance 72, S132-S147, 2016 | 185 | 2016 |
Estimation and decomposition of downside risk for portfolios with non-normal returns K Boudt, BG Peterson, C Croux Journal of Risk, 2007 | 176 | 2007 |
Markov-switching GARCH models in R: The MSGARCH package D Ardia, K Bluteau, K Boudt, L Catania, DA Trottier Journal of Statistical Software 91 (4), 2019 | 155 | 2019 |
Econometrics meets sentiment: An overview of methodology and applications A Algaba, D Ardia, K Bluteau, S Borms, K Boudt Journal of Economic Surveys 34 (3), 512-547, 2020 | 130 | 2020 |
Jockeying for position in CEO letters: Impression management and sentiment analytics K Boudt, J Thewissen Financial Management, 2016 | 123 | 2016 |
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks K Boudt, M Petitjean Journal of Financial Markets 17, 121-149, 2014 | 122 | 2014 |
Robust forecasting of dynamic conditional correlation GARCH models K Boudt, J Danielsson, S Laurent International Journal of Forecasting 29 (2), 244-257, 2013 | 120 | 2013 |
Outlyingness weighted covariation K Boudt, C Croux, S Laurent Journal of Financial Econometrics 9 (4), 657-684, 2011 | 104 | 2011 |
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values D Ardia, K Bluteau, K Boudt International Journal of Forecasting 35 (4), 1370-1386, 2019 | 100 | 2019 |
Asset allocation with conditional value-at-risk budgets K Boudt, P Carl, BG Peterson Journal of Risk, 2012 | 98 | 2012 |
The Gaussian rank correlation estimator: robustness properties K Boudt, J Cornelissen, C Croux Statistics and Computing 22, 471-483, 2012 | 98 | 2012 |
The minimum regularized covariance determinant estimator K Boudt, P Rousseeuw, S Vanduffel, T Verdonck Statistics and Computing, 2018 | 84 | 2018 |
Generalized Autoregressive Score Models in R: The GAS Package D Ardia, K Boudt, L Catania Journal of Statistical Software, 2016 | 78 | 2016 |
Funding liquidity, market liquidity and ted spread: a two-regime model K Boudt, E Paulus, DWR Rosenthal Journal of Empirical Finance, 2014 | 73 | 2014 |
The impact of covariance misspecification in risk-based portfolios D Ardia, G Bolliger, K Boudt, JP Gagnon-Fleury Annals of Operations Research 254, 1-16, 2017 | 59 | 2017 |
Robust explicit estimators of Weibull parameters K Boudt, D Caliskan, C Croux Metrika 73, 187-209, 2011 | 57 | 2011 |