Citation Impact
Citing Papers
COVID-19 and finance: Agendas for future research
2020 Standout
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
2019 Standout
ESG disclosure and financial performance: Moderating role of ESG investors
2022 Standout
Cross-sectoral interactions in Islamic equity markets
2015
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
2007
Ethical and unethical investments under extreme market conditions
2021
Matching perception with the reality—Performance of Islamic equity investments
2013 Standout
A Simple Approximate Long-Memory Model of Realized Volatility
2008 Standout
Non-linearities, cyber attacks and cryptocurrencies
2019
Works of Kris Boudt being referenced
Forecasting risk with Markov-switching GARCH models:A large-scale performance study
2018
Markov-Switching GARCH Models in R: The MSGARCH Package
2019
Robust Forecasting of Dynamic Conditional Correlation GARCH Models
2010
Robust estimation of intraweek periodicity in volatility and jump detection
2010
Outlyingness Weighted Covariation
2011
Robust forecasting of dynamic conditional correlation GARCH models
2012