Kris Boudt

Finance · 2008–2022

A researcher in the Science corpus: 9 papers; trusts 81 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Kris Boudt trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Torben G. Andersen
  2. Robert F. Engle
  3. Ole E. Barndorff-Nielsen
  4. Tim Bollerslev
  5. N. Shephard
  6. Yacine Aït-Sahalia
  7. P. R. Hansen
  8. Fulvio Corsi
  9. Peter J. Rousseeuw
  10. Francis X. Diebold

Who trusts Kris Boudt overall

  1. D. Almeida
  2. L. Pham
  3. Yang Zu
  4. Evangelos Spiliotis
  5. Luiz Koodi Hotta
  6. Esther Ruiz
  7. H. Peter Boswijk
  8. Jón Dańıelsson
  9. Konstantinos Nikolopoulos
  10. Sébastien-Yves Laurent

Papers from Kris Boudt's perspective

Ordered by how strongly the researchers Kris Boudt trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Separating Microstructure Noise from Volatility
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Power and bipower variation with stochastic volatility and jumps
  8. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  9. Consistent Ranking of Volatility Models
  10. Dynamic Conditional Correlation

Their papers