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Kris Boudt · Study
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Author
Kris Boudt
11 works
· latest 2025
· 2 institutions
cluster: provisional
ORCID 0000-0002-1000-5142
Works
11 shown
A news monitoring system to detect relevant news for the anti-money laundering supervision of financial institutions
Risk sciences.
·
2025
·
3 authors
·
Open access
4
citations
Climate Change Concerns and the Performance of Green vs. Brown Stocks
Management Science
·
2022
·
4 authors
·
Open access
638
citations
Climate Change Concerns and the Performance of Green Versus Brown Stocks
SSRN Electronic Journal
·
2020
·
4 authors
·
preprint
·
Open access
112
citations
Forecasting risk with Markov-switching GARCH models:A large-scale performance study
International Journal of Forecasting
·
2018
·
4 authors
·
Open access
167
citations
Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics
Financial Management
·
2018
·
2 authors
·
Open access
114
citations
Markov-Switching GARCH Models in R : The MSGARCH Package
Journal of Statistical Software
·
2016
·
5 authors
·
Open access
145
citations
Managers set the tone: Equity incentives and the tone of earnings press releases
Journal of Banking & Finance
·
2015
·
3 authors
·
Open access
203
citations
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
Journal of Financial Markets
·
2013
·
2 authors
·
Open access
93
citations
Robust forecasting of dynamic conditional correlation GARCH models
International Journal of Forecasting
·
2012
·
3 authors
84
citations
Robust estimation of intraweek periodicity in volatility and jump detection
Journal of Empirical Finance
·
2010
·
3 authors
188
citations
Estimation and decomposition of downside risk for portfolios with non-normal returns
The Journal of Risk
·
2008
·
2 authors
·
Open access
138
citations