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Displaying 7 results.
    • Journal article
    Analysts' forecast error: a robust prediction model and its short-term trading profitability
    Boudt, Kris de Goeij, Peter Thewissen, James[UCL] Van Campenhout, Geert (2015) Accounting & Finance — Vol. 55, no.3, p. 683-715 (2014)
    • Book
    The Alpha and Beta of Equity Hedge UCITS Funds: Implications for Momentum Investing
    Bouamara, Nabil Boudt, Kris Peeters, Benedict Thewissen, James[UCL] (2017)
    • Journal article
    Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
    Boudt, Kris Petitjean, Mikael[UCL] (2014) Journal of Financial Markets — Vol. 17, no.1, p. 121-149 (2014)
    • Journal article
    Robust forecasting of dynamic conditional correlation GARCH models
    Boudt, Kris Daníelsson, Jón Laurent, Sébastien[UCL] (2013) International Journal of Forecasting — Vol. 29, no. 2, p. 244-257 (2013)
    • Journal article
    Robust estimation of intraweek periodicity in volatility and jump detection
    Boudt, Kris Croux, Cristophe Laurent, Sébastien[UCL] (2011) Journal of Empirical Finance — Vol. 18, no. 2, p. 355-367 (2011)
    • Journal article
    Outlyingness weighted covariation
    Boudt, Kris Croux, Cristophe Laurent, Sébastien[Maastricht University and CORE, UCL] (2011) Journal of Financial Econometrics — Vol. 9, no.4, p. 657-684 (2011)
    • WorkingPaper
    Intraday liquidity dynamics of the DJIA stocks around price jumps
    Petitjean, Mikael[FUCaM] Boudt, Kris Ghys, Hendrik (2010)