Show 10 5 10 15 20 50 100 250 Sort by year (new to old) Actions Download search results Subscribe to news feed Your filters: cql: author="Laurent, Sebastien" or (type any "bookEditor issueEditor" and editor="Laurent, Sebastien") Add to list 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) Federal Reserve Bank of St. Louis Working Paper Series. Add to list 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 Add to list 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 Add to list Journal Article A1 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 Add to list Journal Article A1 Outlyingness weighted covariation Kris Boudt (UGent) , Christophe Croux and Sebastien Laurent (2011) JOURNAL OF FINANCIAL ECONOMETRICS. 9(4). p.657-684 Add to list 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