| The Gaussian rank correlation estimator: robustness properties K Boudt, J Cornelissen, C Croux Statistics and Computing 22, 471-483, 2012 | 96 | 2012 |
| highfrequency: Tools for highfrequency data analysis K Boudt, J Cornelissen, S Payseur, G Nguyen, M Schermer R package version 0.9, 2022 | 24 | 2022 |
| Jump robust daily covariance estimation by disentangling variance and correlation components K Boudt, J Cornelissen, C Croux Computational Statistics & Data Analysis 56 (11), 2993-3005, 2012 | 22 | 2012 |
| Highfrequency: Toolkit for the analysis of highfrequency financial data in R. K Boudt, J Cornelissen, S Payseur Recuperado em 19, 1-23, 2013 | 18 | 2013 |
| The impact of a sustainability constraint on the mean-tracking error efficient frontier K Boudt, J Cornelissen, C Croux Economics Letters 119 (3), 255-260, 2013 | 14 | 2013 |
| Nonparametric tests for intraday jumps: Impact of periodicity and microstructure noise K Boudt, J Cornelissen, C Croux, S Laurent Handbook of Volatility Models and Their Applications, 447-463, 2012 | 10 | 2012 |
| RTAQ: Tools for the analysis of trades and quotes in R J Cornelissen, K Boudt R package version 0.2, URL http://CRAN. R-project. org/package= RTAQ, 2012 | 7 | 2012 |
| The Gaussian rank correlation estimator: Robustness properties K Boudt, J Cornelissen, C Croux FBE Research Report KBI_1023, 2010 | 2 | 2010 |
| Package ‘highfrequency’ K Boudt, J Cornelissen, S Payseur, G Nguyen, M Schermer, MK Boudt | | 2023 |
| New methods for portfolio optimization based on high-frequency data and sustainability scores. J Cornelissen | | 2012 |
| The sustainability of mean-variance and mean-tracking error efficient portfolios K Boudt, J Cornelissen, C Croux Katholieke Universiteit Leuven, Department of Decision Sciences and …, 2012 | | 2012 |
| Package ‘RTAQ’ J Cornelissen, K Boudt, MJ Cornelissen | | 2012 |
| Multivariate volatility modeling of electricity futures J Cornelissen | | 2011 |
| Package ‘RTAQ’ K Boudt, J Cornelissen, MJ Cornelissen | | 2011 |
| Jump robust covariance estimation using ranks J Cornelissen, K Boudt, C Croux R/Rmetrics Summer School and 4th User/Developer Meeting on Computational …, 2010 | | 2010 |
| A realized conditional correlation model for large-scale portfolio optimization J Cornelissen, K Boudt, C Croux International Conference on Computational and Financial Econometrics, Date …, 2009 | | 2009 |
| Heterogeneous autoregressive (HAR) model for realized volatility model estimation J Cornelissen, K Boudt, O Kleen, E Sjoerup | | |
| tqLiquidity: Calculate numerous (23) liquidity measures J Cornelissen, K Boudt | | |
| Package ‘highfrequency’ J Cornelissen, K Boudt, S Payseur, MJ Cornelissen | | |
| Calculate numerous (23) liquidity measures J Cornelissen, K Boudt | | |
Kris BoudtGhent University, Vrije Universiteit Brussel, Vrije Universiteit AmsterdamGeverifieerd e-mailadres voor ugent.be
