Ghent University Academic Bibliography

Your filters: cql: author="Laurent, Sébastien" or (type any "bookEditor issueEditor" and editor="Laurent, Sébastien")

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- Miscellaneous
- open access
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps

Nabil Bouamara, Kris Boudt (UGent) , Sébastien Laurent and Christopher J. Neely

(2024)
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- Journal Article
- A1
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity

Kris Boudt (UGent) , Sebastien Laurent, Asger Lunde, Rogier Quaedvlieg and Orimar Sauri

(2017) JOURNAL OF ECONOMETRICS. 196(2). p.347-367
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- Journal Article
- A1
Robust forecasting of dynamic conditional correlation GARCH models

Kris Boudt (UGent) , Jon Danielsson and Sebastien Laurent

(2013) INTERNATIONAL JOURNAL OF FORECASTING. 29(2). p.244-257
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Testing conditional asymmetry : a residual-based approach

Philippe Lambert, Sébastien Laurent and David Veredas (UGent)

(2012) JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 36(8). p.1229-1247
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- Journal Article
- A1
Outlyingness weighted covariation

Kris Boudt (UGent) , Christophe Croux and Sebastien Laurent

(2011) JOURNAL OF FINANCIAL ECONOMETRICS. 9(4). p.657-684
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- Journal Article
- A1
Robust estimation of intraweek periodicity in volatility and jump detection

Kris Boudt (UGent) , Christophe Croux and Sebastien Laurent

(2011) JOURNAL OF EMPIRICAL FINANCE. 18(2). p.353-367

Academic Bibliography